+1,062.4%
APH vs INSM
+841.5%
+220.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.7% |
| 7D | +1.6% | +1.7% | -0.1% | +1.5% |
| 30D | -3.0% | -4.4% | +1.4% | -2.7% |
| 3M | +5.7% | +30.0% | -24.3% | +3.2% |
| 6M | +20.0% | -10.0% | +30.0% | +19.9% |
| YTD | +20.8% | -26.0% | +46.8% | +22.4% |
| 1Y | +40.2% | -12.5% | +52.7% | +40.0% |
| 3Y | +288.1% | +390.5% | -102.4% | +232.6% |
| 5Y | +352.5% | +357.7% | -5.2% | +282.0% |
| 10Y | +1,062.4% | +877.2% | +185.2% | +828.3% |
| All | +1,062.4% | +841.5% | +220.9% | +828.3% |
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