+297.2%
INSM vs AMBA
-69.7%
+367.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.2% | +2.9% |
| 7D | +5.9% | +2.7% | +3.2% | +5.3% |
| 30D | +23.9% | -2.2% | +26.1% | +24.0% |
| 3M | -4.1% | -26.6% | +22.6% | +0.8% |
| 6M | +2.7% | -26.8% | +29.5% | +5.0% |
| YTD | -30.4% | -15.1% | -15.3% | -31.8% |
| 1Y | -36.6% | -32.3% | -4.3% | -35.2% |
| 3Y | +406.9% | +19.8% | +387.1% | +317.3% |
| All | +297.2% | -69.7% | +367.0% | +315.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 5y: compounded portfolio wealth divided by compounded AMBA 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…
5y analysis · Full analysis span regression · 6 months rolling