+377.8%
INSM vs AMDL
+117.8%
+260.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.7% | -12.8% | -1.9% |
| 7D | +2.8% | +19.9% | -17.2% | +1.4% |
| 30D | -4.7% | +6.3% | -11.0% | -5.4% |
| 3M | +32.6% | -9.9% | +42.5% | +31.1% |
| 6M | -10.9% | +394.3% | -405.2% | -24.4% |
| YTD | -28.2% | +257.3% | -285.5% | -38.4% |
| 1Y | -14.9% | +508.5% | -523.4% | -33.8% |
| All | +377.8% | +117.8% | +260.0% | +319.8% |
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