-11.4%
INSM vs AJG
-12.9%
+1.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.4% |
| 7D | +6.5% | -1.8% | +8.4% | +6.4% |
| 30D | +27.5% | +4.6% | +22.9% | +27.8% |
| 3M | +20.4% | +24.9% | -4.5% | +22.9% |
| 6M | -15.7% | +17.2% | -32.9% | -13.1% |
| YTD | -27.4% | +2.2% | -29.6% | -25.1% |
| 1Y | -11.4% | -11.5% | +0.1% | -7.1% |
| All | -11.4% | -12.9% | +1.5% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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