-21.9%
INSM vs AIG
-91.4%
+69.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.7% | +3.1% |
| 7D | +1.7% | -1.4% | +3.2% | +1.9% |
| 30D | -4.4% | -3.3% | -1.1% | -4.0% |
| 3M | +30.0% | +2.2% | +27.9% | +29.5% |
| 6M | -10.0% | -2.1% | -7.9% | -9.9% |
| YTD | -26.0% | -11.2% | -14.8% | -25.0% |
| 1Y | -12.5% | -2.1% | -10.4% | -12.6% |
| 3Y | +390.5% | +34.4% | +356.1% | +366.0% |
| 5Y | +357.7% | +53.7% | +304.0% | +325.0% |
| 10Y | +877.2% | +64.4% | +812.8% | +774.5% |
| All | -21.9% | -91.4% | +69.5% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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