+233.0%
INSM vs AFRM
-28.4%
+261.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.8% |
| 7D | +5.9% | -4.4% | +10.3% | +6.6% |
| 30D | +23.9% | -7.7% | +31.6% | +25.3% |
| 3M | -4.1% | -16.9% | +12.8% | -2.0% |
| 6M | +2.7% | +2.5% | +0.2% | +1.1% |
| YTD | -30.4% | -12.5% | -17.9% | -30.6% |
| 1Y | -36.6% | -11.0% | -25.5% | -37.2% |
| 3Y | +406.9% | +184.6% | +222.4% | +276.7% |
| 5Y | +280.3% | -56.3% | +336.6% | +210.8% |
| All | +233.0% | -28.4% | +261.4% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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