+701.9%
INSM vs ALM
+2,100.8%
-1,399.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | +1.9% |
| 7D | +5.9% | +1.2% | +4.7% | +5.7% |
| 30D | +23.9% | -19.3% | +43.2% | +25.9% |
| 3M | -4.1% | -40.6% | +36.6% | -0.5% |
| 6M | +2.7% | -57.9% | +60.6% | +9.1% |
| YTD | -30.4% | -6.7% | -23.7% | -31.6% |
| 1Y | -36.6% | +20.2% | -56.7% | -39.4% |
| 3Y | +406.9% | +879.4% | -472.5% | +272.1% |
| 5Y | +280.3% | +415.3% | -135.0% | +185.6% |
| All | +701.9% | +2,100.8% | -1,399.0% | +331.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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