+367.9%
APP vs INSM
+286.6%
+81.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.4% | -2.7% |
| 7D | -4.4% | +1.7% | -6.1% | -4.6% |
| 30D | -10.0% | -4.4% | -5.6% | -9.5% |
| 3M | -41.4% | +30.0% | -71.5% | -44.9% |
| 6M | -41.0% | -10.0% | -31.0% | -41.7% |
| YTD | -54.7% | -26.0% | -28.7% | -53.6% |
| 1Y | -45.3% | -12.5% | -32.8% | -46.3% |
| 3Y | +624.3% | +390.5% | +233.8% | +370.3% |
| 5Y | +329.1% | +357.7% | -28.6% | +169.4% |
| All | +367.9% | +286.6% | +81.3% | +194.2% |
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