+833.7%
INSM vs AJG
+473.1%
+360.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.3% |
| 7D | +2.5% | -8.3% | +10.7% | +6.6% |
| 30D | -2.2% | -5.7% | +3.5% | +0.2% |
| 3M | +33.8% | +9.1% | +24.7% | +26.9% |
| 6M | -7.2% | +15.2% | -22.4% | -15.4% |
| YTD | -25.6% | -6.3% | -19.4% | -25.1% |
| 1Y | -11.2% | -19.1% | +7.9% | -3.5% |
| 3Y | +388.3% | +8.2% | +380.1% | +318.8% |
| 5Y | +376.6% | +75.6% | +301.0% | +178.2% |
| All | +833.7% | +473.1% | +360.6% | +123.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling