+78.6%
APLD vs INSM
-12.3%
+90.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.3% | -4.8% |
| 7D | +9.0% | +1.7% | +7.2% | +8.5% |
| 30D | -6.6% | -4.4% | -2.2% | -5.8% |
| 3M | -35.2% | +30.0% | -65.3% | -40.0% |
| 6M | +0.4% | -10.0% | +10.4% | +4.5% |
| YTD | +10.7% | -26.0% | +36.7% | +20.2% |
| 1Y | +78.6% | -12.5% | +91.1% | +83.1% |
| All | +78.6% | -12.3% | +90.9% | +83.1% |
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