+395.7%
INSM vs AFRM
+172.4%
+223.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +6.2% | -7.5% | +13.8% | +7.0% |
| 30D | +15.4% | -15.7% | +31.1% | +17.1% |
| 3M | -11.4% | -9.6% | -1.8% | -10.9% |
| 6M | +14.6% | +6.3% | +8.3% | +13.0% |
| YTD | -33.3% | -8.6% | -24.7% | -33.8% |
| 1Y | -38.8% | -7.6% | -31.2% | -39.5% |
| 3Y | +395.7% | +173.7% | +222.1% | +326.9% |
| All | +395.7% | +172.4% | +223.3% | +326.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling