-46.5%
APLD vs INSM
-40.6%
-5.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.3% | -12.1% | -7.7% |
| 7D | -18.5% | +13.4% | -32.0% | -21.1% |
| 30D | -32.8% | +5.9% | -38.7% | -33.7% |
| 3M | -46.9% | +11.4% | -58.3% | -49.1% |
| 6M | -53.4% | -21.4% | -31.9% | -49.7% |
| YTD | -32.3% | -36.8% | +4.5% | -22.9% |
| 1Y | -46.5% | -39.8% | -6.7% | -50.0% |
| All | -46.5% | -40.6% | -5.9% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling