+459.6%
APLD vs INSM
+421.0%
+38.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.3% | -4.6% |
| 7D | +9.0% | +1.7% | +7.2% | +8.6% |
| 30D | -6.6% | -4.4% | -2.2% | -6.1% |
| 3M | -35.2% | +30.0% | -65.3% | -38.6% |
| 6M | +0.4% | -10.0% | +10.4% | +0.6% |
| YTD | +10.7% | -26.0% | +36.7% | +14.1% |
| 1Y | +78.6% | -12.5% | +91.1% | +78.8% |
| 3Y | +423.9% | +390.5% | +33.5% | +310.0% |
| All | +459.6% | +421.0% | +38.6% | +260.8% |
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