+11,127.1%
APH vs INSM
-28.5%
+11,155.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.2% | -1.1% | +3.8% |
| 7D | -5.9% | +1.6% | -7.6% | -6.1% |
| 30D | -14.8% | +12.5% | -27.3% | -15.4% |
| 3M | -12.4% | -13.7% | +1.3% | -11.9% |
| 6M | +8.1% | -16.5% | +24.6% | +8.4% |
| YTD | +10.9% | -34.3% | +45.2% | +12.6% |
| 1Y | +8.8% | -38.4% | +47.2% | +10.6% |
| 3Y | +262.1% | +379.9% | -117.8% | +222.9% |
| 5Y | +283.1% | +242.2% | +40.9% | +243.9% |
| 10Y | +908.1% | +920.6% | -12.5% | +722.6% |
| All | +11,127.1% | -28.5% | +11,155.6% | +8,590.7% |
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