+231.9%
INSM vs AFRM
-25.4%
+257.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.6% |
| 7D | +9.8% | -10.3% | +20.0% | +11.5% |
| 30D | +22.5% | -13.7% | +36.2% | +25.0% |
| 3M | -8.9% | -11.6% | +2.6% | -7.8% |
| 6M | +16.2% | +2.1% | +14.1% | +14.4% |
| YTD | -30.6% | -8.9% | -21.8% | -31.2% |
| 1Y | -37.7% | -9.7% | -27.9% | -38.4% |
| 3Y | +408.4% | +202.5% | +206.0% | +274.2% |
| 5Y | +279.6% | -55.3% | +334.9% | +209.0% |
| All | +231.9% | -25.4% | +257.3% | +152.0% |
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