+214.2%
ARM vs INSM
+346.9%
-132.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.5% |
| 7D | +19.8% | +8.6% | +11.3% | +18.5% |
| 30D | -21.8% | +22.0% | -43.8% | -24.1% |
| 3M | -26.5% | -10.7% | -15.8% | -25.6% |
| 6M | -3.9% | +1.8% | -5.7% | -5.1% |
| YTD | +82.8% | -32.2% | +114.9% | +89.0% |
| 1Y | +34.3% | -39.3% | +73.6% | +40.4% |
| 3Y | +282.2% | +397.1% | -114.9% | +213.1% |
| All | +214.2% | +346.9% | -132.7% | +160.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling