+292.6%
APP vs INSM
+241.5%
+51.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.2% | +4.7% | +9.2% |
| 7D | +71.2% | +1.6% | +69.6% | +70.8% |
| 30D | +39.1% | +12.5% | +26.6% | +36.6% |
| 3M | +16.5% | -13.7% | +30.2% | +18.4% |
| 6M | -16.6% | -16.5% | 0.0% | -16.7% |
| YTD | -41.9% | -34.3% | -7.7% | -39.7% |
| 1Y | -37.0% | -38.4% | +1.3% | -34.2% |
| 3Y | +892.4% | +379.9% | +512.5% | +538.1% |
| All | +292.6% | +241.5% | +51.1% | +205.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling