+916.7%
APO vs INSM
+884.9%
+31.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.7% |
| 7D | -3.5% | +2.5% | -6.0% | -3.7% |
| 30D | -6.6% | -2.2% | -4.4% | -6.4% |
| 3M | -3.3% | +33.8% | -37.1% | -6.6% |
| 6M | +22.6% | -7.2% | +29.8% | +21.8% |
| YTD | -9.8% | -25.6% | +15.9% | -8.6% |
| 1Y | -3.9% | -11.2% | +7.4% | -4.7% |
| 3Y | +52.5% | +388.3% | -335.9% | +21.5% |
| 5Y | +134.0% | +376.6% | -242.6% | +82.7% |
| All | +916.7% | +884.9% | +31.8% | +664.9% |
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