+1,804.4%
APO vs INSM
+1,861.0%
-56.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -1.0% | +6.5% | -7.6% | -1.6% |
| 30D | +3.5% | +27.5% | -24.1% | +0.6% |
| 3M | +4.5% | +20.4% | -15.8% | +2.0% |
| 6M | +22.8% | -15.7% | +38.5% | +23.1% |
| YTD | -6.5% | -27.4% | +20.9% | -5.1% |
| 1Y | +0.8% | -11.4% | +12.2% | -0.1% |
| 3Y | +62.0% | +457.8% | -395.9% | +27.4% |
| 5Y | +138.2% | +343.0% | -204.7% | +88.8% |
| 10Y | +940.3% | +848.1% | +92.1% | +622.1% |
| All | +1,804.4% | +1,861.0% | -56.6% | +1,081.0% |
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 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