+391.7%
APP vs INSM
+279.0%
+112.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +0.9% | +6.5% | -5.7% | -0.1% |
| 30D | -23.3% | +27.5% | -50.8% | -27.6% |
| 3M | -42.6% | +20.4% | -63.0% | -45.4% |
| 6M | -33.6% | -15.7% | -17.9% | -33.6% |
| YTD | -52.4% | -27.4% | -25.0% | -51.1% |
| 1Y | -35.9% | -11.4% | -24.5% | -37.2% |
| 3Y | +642.2% | +457.8% | +184.4% | +341.0% |
| 5Y | +311.1% | +343.0% | -31.9% | +160.0% |
| All | +391.7% | +279.0% | +112.6% | +210.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling