+527.5%
APP vs INSM
+263.6%
+263.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +3.5% |
| 7D | +4.6% | +5.9% | -1.3% | +3.7% |
| 30D | +56.0% | +23.9% | +32.1% | +51.0% |
| 3M | +30.8% | -4.1% | +34.9% | +31.1% |
| 6M | -9.8% | +2.7% | -12.5% | -12.3% |
| YTD | -39.3% | -30.4% | -8.9% | -37.4% |
| 1Y | -26.4% | -36.6% | +10.1% | -23.3% |
| 3Y | +887.9% | +406.9% | +481.0% | +517.5% |
| 5Y | +264.1% | +280.3% | -16.2% | +139.8% |
| All | +527.5% | +263.6% | +263.8% | +296.7% |
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