-16.5%
INSM vs AMBA
-23.1%
+6.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.1% | -0.9% | +4.7% |
| 7D | +1.6% | -7.2% | +8.9% | +2.2% |
| 30D | +12.5% | -10.4% | +22.8% | +13.2% |
| 3M | -13.7% | -30.1% | +16.4% | -11.3% |
| 6M | -16.5% | -22.4% | +5.9% | -16.8% |
| All | -16.5% | -23.1% | +6.5% | -16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling