-11.4%
INSM vs AGNC
+22.6%
-34.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +6.5% | -1.2% | +7.7% | +7.0% |
| 30D | +27.5% | +0.9% | +26.6% | +27.0% |
| 3M | +20.4% | +7.0% | +13.4% | +16.2% |
| 6M | -15.7% | +3.9% | -19.6% | -20.2% |
| YTD | -27.4% | +8.5% | -36.0% | -29.7% |
| 1Y | -11.4% | +19.6% | -30.9% | -12.7% |
| All | -11.4% | +22.6% | -34.0% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 1y: compounded portfolio wealth divided by compounded AGNC 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…
1y analysis · Full analysis span regression · 6 months rolling