+174.6%
ARM vs INSM
+333.0%
-158.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.2% | -0.5% | +4.0% |
| 7D | -15.2% | +1.6% | -16.8% | -15.4% |
| 30D | -40.7% | +12.5% | -53.1% | -41.8% |
| 3M | -39.1% | -13.7% | -25.4% | -38.1% |
| 6M | -26.4% | -16.5% | -9.9% | -25.6% |
| YTD | +59.7% | -34.3% | +94.0% | +65.9% |
| 1Y | +10.3% | -38.4% | +48.7% | +15.2% |
| 3Y | +228.9% | +379.9% | -151.1% | +170.9% |
| All | +174.6% | +333.0% | -158.4% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling