-39.8%
INSM vs AMCR
+32.3%
-72.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.3% | +2.0% | +4.9% |
| 7D | +13.4% | +6.2% | +7.2% | +12.7% |
| 30D | +5.9% | +16.0% | -10.1% | +4.6% |
| 3M | +11.4% | +4.4% | +7.0% | +10.6% |
| 6M | -21.4% | +35.5% | -56.9% | -25.0% |
| YTD | -36.8% | +21.5% | -58.3% | -38.9% |
| 1Y | -39.8% | +30.7% | -70.6% | -41.6% |
| All | -39.8% | +32.3% | -72.1% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling