-39.3%
APP vs INSM
-37.0%
-2.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.9% | -6.5% | -3.1% |
| 7D | +61.1% | +14.4% | +46.7% | +64.5% |
| 30D | +42.8% | +18.8% | +24.0% | +47.0% |
| 3M | +16.7% | -11.3% | +28.0% | +14.1% |
| 6M | -15.6% | +17.9% | -33.5% | -10.2% |
| YTD | -41.3% | -31.3% | -10.0% | -38.0% |
| 1Y | -39.3% | -37.7% | -1.5% | -37.8% |
| All | -39.3% | -37.0% | -2.3% | -37.8% |
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