+678.4%
INSM vs AMC
-97.5%
+775.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.2% | +2.8% |
| 7D | +14.4% | +5.5% | +8.9% | +14.1% |
| 30D | +18.8% | +16.1% | +2.7% | +18.0% |
| 3M | -11.3% | +43.0% | -54.3% | -12.7% |
| 6M | +17.9% | +130.7% | -112.8% | +12.7% |
| YTD | -31.3% | +121.8% | -153.1% | -34.4% |
| 1Y | -37.7% | +40.7% | -78.4% | -39.5% |
| 3Y | +403.1% | -56.8% | +459.9% | +400.3% |
| 5Y | +279.3% | -99.1% | +378.4% | +316.1% |
| 10Y | +740.9% | -98.7% | +839.5% | +933.9% |
| All | +678.4% | -97.5% | +775.9% | +746.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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