+394.0%
INSM vs ALM
+836.8%
-442.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | -1.8% |
| 7D | +8.6% | -4.0% | +12.6% | +8.8% |
| 30D | +22.0% | -30.5% | +52.5% | +24.9% |
| 3M | -10.7% | -46.9% | +36.2% | -7.2% |
| 6M | +1.8% | -65.5% | +67.3% | +8.4% |
| YTD | -32.2% | -13.4% | -18.8% | -31.4% |
| 1Y | -39.3% | +9.8% | -49.0% | -39.7% |
| All | +394.0% | +836.8% | -442.8% | +277.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling