+833.7%
INSM vs AFL
+303.3%
+530.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | +2.5% | -1.6% | +4.1% | +3.3% |
| 30D | -2.2% | -4.0% | +1.9% | -0.2% |
| 3M | +33.8% | -0.5% | +34.3% | +33.8% |
| 6M | -7.2% | +6.5% | -13.7% | -10.7% |
| YTD | -25.6% | +6.2% | -31.8% | -28.5% |
| 1Y | -11.2% | +8.3% | -19.5% | -15.7% |
| 3Y | +388.3% | +62.5% | +325.8% | +263.6% |
| 5Y | +376.6% | +136.2% | +240.5% | +178.2% |
| All | +833.7% | +303.3% | +530.4% | +372.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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