-55.4%
APP vs INSM
-40.6%
-14.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.3% | +5.4% | +11.6% |
| 7D | +4.5% | +13.4% | -8.9% | +6.9% |
| 30D | -3.6% | +5.9% | -9.6% | -2.6% |
| 3M | -35.3% | +11.4% | -46.6% | -32.3% |
| 6M | -42.8% | -21.4% | -21.4% | -39.7% |
| YTD | -59.7% | -36.8% | -22.9% | -57.7% |
| 1Y | -55.4% | -39.8% | -15.5% | -55.3% |
| All | -55.4% | -40.6% | -14.7% | -55.3% |
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