-15.4%
APP vs INSM
+20.8%
-36.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.3% | +2.6% |
| 7D | +48.9% | +9.8% | +39.2% | +52.7% |
| 30D | +49.4% | +22.5% | +26.9% | +58.5% |
| 3M | +27.0% | -8.9% | +35.9% | +22.2% |
| 6M | -15.4% | +16.2% | -31.6% | -3.7% |
| All | -15.4% | +20.8% | -36.1% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling