+19.3%
ARM vs INSM
-40.6%
+60.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.3% | -10.6% | -6.3% |
| 7D | -18.7% | +13.4% | -32.1% | -21.2% |
| 30D | -36.7% | +5.9% | -42.6% | -37.6% |
| 3M | -31.6% | +11.4% | -43.0% | -34.6% |
| 6M | -5.6% | -21.4% | +15.8% | -1.5% |
| YTD | +75.5% | -36.8% | +112.3% | +84.3% |
| 1Y | +19.3% | -39.8% | +59.1% | +22.6% |
| All | +19.3% | -40.6% | +60.0% | +22.6% |
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