-21.6%
INSM vs AJG
+2,540.0%
-2,561.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.1% |
| 7D | +2.5% | -8.3% | +10.7% | +5.2% |
| 30D | -2.2% | -5.7% | +3.5% | -0.5% |
| 3M | +33.8% | +9.1% | +24.7% | +29.3% |
| 6M | -7.2% | +15.2% | -22.4% | -12.5% |
| YTD | -25.6% | -6.3% | -19.4% | -25.4% |
| 1Y | -11.2% | -19.1% | +7.9% | -6.8% |
| 3Y | +388.3% | +8.2% | +380.1% | +354.5% |
| 5Y | +376.6% | +75.6% | +301.0% | +272.8% |
| 10Y | +881.9% | +471.1% | +410.7% | +448.6% |
| All | -21.6% | +2,540.0% | -2,561.6% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling