+86.1%
ARM vs INSM
-11.6%
+97.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.0% |
| 7D | +5.5% | +6.5% | -1.1% | +4.0% |
| 30D | -8.2% | +27.5% | -35.7% | -14.1% |
| 3M | -35.9% | +20.4% | -56.3% | -39.0% |
| 6M | +103.1% | -15.7% | +118.9% | +105.1% |
| YTD | +130.6% | -27.4% | +158.1% | +134.7% |
| 1Y | +86.1% | -11.4% | +97.5% | +85.1% |
| All | +86.1% | -11.6% | +97.7% | +85.1% |
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 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