+254.0%
INSM vs AFRM
-25.0%
+279.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.5% | +8.6% | +3.9% |
| 7D | +1.7% | -8.0% | +9.7% | +2.9% |
| 30D | -4.4% | -9.8% | +5.4% | -3.2% |
| 3M | +30.0% | +4.7% | +25.4% | +28.1% |
| 6M | -10.0% | +34.1% | -44.1% | -15.2% |
| YTD | -26.0% | -8.4% | -17.6% | -26.4% |
| 1Y | -12.5% | -22.9% | +10.4% | -11.7% |
| 3Y | +390.5% | +203.3% | +187.2% | +257.0% |
| 5Y | +357.7% | -26.0% | +383.7% | +253.1% |
| All | +254.0% | -25.0% | +279.1% | +169.6% |
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