-23.5%
INSM vs ACGL
+5,842.3%
-5,865.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | +6.5% | -0.7% | +7.3% | +6.8% |
| 30D | +27.5% | -1.0% | +28.5% | +27.9% |
| 3M | +20.4% | +11.0% | +9.3% | +16.0% |
| 6M | -15.7% | -0.3% | -15.4% | -16.0% |
| YTD | -27.4% | +2.3% | -29.7% | -28.5% |
| 1Y | -11.4% | +6.4% | -17.8% | -13.9% |
| 3Y | +457.8% | +34.0% | +423.9% | +389.4% |
| 5Y | +343.0% | +161.6% | +181.3% | +203.9% |
| 10Y | +848.1% | +278.6% | +569.5% | +469.1% |
| All | -23.5% | +5,842.3% | -5,865.8% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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