+386.0%
INSM vs ACM
-22.3%
+408.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +3.3% |
| 7D | +1.7% | -3.7% | +5.4% | +1.9% |
| 30D | -4.4% | -12.7% | +8.2% | -3.7% |
| 3M | +30.0% | -9.8% | +39.8% | +30.6% |
| 6M | -10.0% | -31.4% | +21.4% | -7.6% |
| YTD | -26.0% | -32.1% | +6.1% | -24.0% |
| 1Y | -12.5% | -47.8% | +35.3% | -8.8% |
| All | +386.0% | -22.3% | +408.3% | +413.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling