+247.1%
INSM vs AFRM
-20.4%
+267.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.1% |
| 7D | +6.5% | -7.0% | +13.5% | +7.6% |
| 30D | +27.5% | -7.8% | +35.3% | +28.7% |
| 3M | +20.4% | +5.3% | +15.1% | +18.6% |
| 6M | -15.7% | +42.6% | -58.4% | -21.3% |
| YTD | -27.4% | -2.8% | -24.6% | -28.5% |
| 1Y | -11.4% | -19.3% | +7.9% | -11.1% |
| 3Y | +457.8% | +231.0% | +226.8% | +300.7% |
| 5Y | +343.0% | -22.2% | +365.2% | +239.2% |
| All | +247.1% | -20.4% | +267.5% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling