+1,787.7%
INSM vs AMBA
+837.3%
+950.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +6.5% | -11.0% | +17.5% | +9.5% |
| 30D | +27.5% | -23.2% | +50.7% | +35.9% |
| 3M | +20.4% | -12.7% | +33.1% | +20.8% |
| 6M | -15.7% | +11.2% | -27.0% | -22.0% |
| YTD | -27.4% | -11.2% | -16.2% | -29.7% |
| 1Y | -11.4% | -22.5% | +11.1% | -12.7% |
| 3Y | +457.8% | -1.3% | +459.1% | +373.5% |
| 5Y | +343.0% | -54.2% | +397.1% | +321.6% |
| 10Y | +848.1% | -6.1% | +854.2% | +552.2% |
| All | +1,787.7% | +837.3% | +950.5% | +802.9% |
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