+363.5%
INSM vs AMDL
+102.5%
+261.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -17.6% | +20.2% | +3.7% |
| 7D | +5.9% | +37.2% | -31.3% | +3.2% |
| 30D | +23.9% | -24.0% | +47.9% | +24.0% |
| 3M | -4.1% | -1.0% | -3.1% | -6.3% |
| 6M | +2.7% | -3.2% | +5.9% | -1.3% |
| YTD | -30.4% | +232.2% | -262.6% | -41.3% |
| 1Y | -36.6% | +137.7% | -174.3% | -45.0% |
| All | +363.5% | +102.5% | +261.0% | +300.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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