+930.0%
APH vs INSM
+729.9%
+200.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.4% | -1.9% |
| 7D | +4.9% | +5.9% | -1.0% | +4.4% |
| 30D | -5.4% | +23.9% | -29.3% | -7.0% |
| 3M | -5.5% | -4.1% | -1.4% | -5.3% |
| 6M | +25.9% | +2.7% | +23.2% | +24.8% |
| YTD | +16.4% | -30.4% | +46.7% | +18.2% |
| 1Y | +16.5% | -36.6% | +53.0% | +18.9% |
| 3Y | +270.9% | +406.9% | -136.1% | +216.3% |
| 5Y | +289.5% | +280.3% | +9.2% | +233.5% |
| All | +930.0% | +729.9% | +200.1% | +737.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling