-26.3%
APH vs INSM
-11.6%
-14.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.7% | -51.5% | -48.1% |
| 7D | -48.7% | +4.0% | -52.7% | -49.0% |
| 30D | -51.9% | +27.5% | -79.5% | -53.6% |
| 3M | -43.6% | +20.4% | -63.9% | -45.1% |
| 6M | -37.5% | -15.7% | -21.8% | -36.9% |
| YTD | -38.6% | -27.4% | -11.2% | -37.4% |
| 1Y | -26.3% | -11.4% | -14.9% | -24.4% |
| All | -26.3% | -11.6% | -14.7% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded INSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling