+1,610.2%
INSM vs AMBA
+772.6%
+837.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.1% | -0.9% | +3.7% |
| 7D | +1.6% | -7.2% | +8.9% | +3.4% |
| 30D | +12.5% | -10.4% | +22.8% | +14.9% |
| 3M | -13.7% | -30.1% | +16.4% | -6.8% |
| 6M | -16.5% | -22.4% | +5.9% | -15.4% |
| YTD | -34.3% | -17.3% | -16.9% | -35.7% |
| 1Y | -38.4% | -35.4% | -3.0% | -36.3% |
| 3Y | +379.9% | +18.6% | +361.3% | +283.4% |
| 5Y | +242.2% | -69.8% | +312.1% | +266.8% |
| 10Y | +920.6% | +1.1% | +919.5% | +582.7% |
| All | +1,610.2% | +772.6% | +837.6% | +725.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling