+12,340.5%
APH vs INSM
-21.1%
+12,361.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +5.0% | +6.5% | -1.6% | +4.6% |
| 30D | -3.9% | +27.5% | -31.4% | -5.4% |
| 3M | +13.0% | +20.4% | -7.4% | +11.5% |
| 6M | +25.2% | -15.7% | +40.9% | +25.5% |
| YTD | +22.9% | -27.4% | +50.4% | +24.2% |
| 1Y | +47.8% | -11.4% | +59.2% | +47.6% |
| 3Y | +283.0% | +457.8% | -174.8% | +238.8% |
| 5Y | +349.7% | +343.0% | +6.7% | +298.5% |
| 10Y | +1,061.2% | +848.1% | +213.1% | +849.6% |
| All | +12,340.5% | -21.1% | +12,361.6% | +9,491.5% |
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