+833.7%
INSM vs AMCR
+14.6%
+819.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.3% |
| 7D | +2.5% | -6.3% | +8.7% | +5.1% |
| 30D | -2.2% | -7.8% | +5.6% | +0.9% |
| 3M | +33.8% | +7.5% | +26.3% | +28.7% |
| 6M | -7.2% | +2.7% | -9.9% | -9.5% |
| YTD | -25.6% | +6.0% | -31.7% | -29.2% |
| 1Y | -11.2% | +7.8% | -19.0% | -16.4% |
| 3Y | +388.3% | +5.8% | +382.6% | +342.1% |
| 5Y | +376.6% | -11.6% | +388.3% | +368.4% |
| All | +833.7% | +14.6% | +819.1% | +690.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling