+12,048.3%
APH vs INSM
-27.4%
+12,075.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.5% | +6.7% | +8.1% |
| 7D | +1.1% | +6.2% | -5.1% | +0.7% |
| 30D | -7.5% | +15.4% | -22.9% | -8.3% |
| 3M | -4.4% | -11.4% | +7.0% | -4.0% |
| 6M | +26.5% | +14.6% | +11.9% | +25.0% |
| YTD | +20.0% | -33.3% | +53.3% | +21.7% |
| 1Y | +16.9% | -38.8% | +55.7% | +18.9% |
| 3Y | +288.5% | +395.7% | -107.2% | +245.9% |
| 5Y | +310.3% | +258.9% | +51.4% | +267.4% |
| 10Y | +951.3% | +754.3% | +197.0% | +764.4% |
| All | +12,048.3% | -27.4% | +12,075.7% | +9,297.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling