-22.9%
INSM vs AFL
+1,411.2%
-1,434.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | +0.5% | -3.3% | +3.8% | +1.6% |
| 30D | -4.0% | -5.0% | +1.0% | -2.4% |
| 3M | +38.5% | -1.8% | +40.3% | +39.2% |
| 6M | -11.5% | +4.8% | -16.4% | -13.2% |
| YTD | -26.9% | +5.4% | -32.3% | -28.5% |
| 1Y | -12.8% | +9.0% | -21.8% | -15.7% |
| 3Y | +384.7% | +63.0% | +321.7% | +305.7% |
| 5Y | +368.8% | +134.5% | +234.3% | +244.6% |
| 10Y | +865.7% | +298.6% | +567.1% | +496.7% |
| All | -22.9% | +1,411.2% | -1,434.0% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling