+4,114.6%
INSM vs AMCR
+96.6%
+4,018.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.5% | -5.0% | +5.4% | +2.0% |
| 30D | -4.0% | -8.0% | +4.0% | -1.7% |
| 3M | +38.5% | +14.3% | +24.3% | +32.2% |
| 6M | -11.5% | +5.3% | -16.9% | -13.8% |
| YTD | -26.9% | +7.7% | -34.6% | -29.7% |
| 1Y | -12.8% | +10.8% | -23.6% | -17.1% |
| 3Y | +384.7% | +9.6% | +375.1% | +348.4% |
| 5Y | +368.8% | -10.2% | +379.0% | +363.9% |
| 10Y | +865.7% | +16.5% | +849.2% | +718.4% |
| All | +4,114.6% | +96.6% | +4,018.0% | +3,837.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling