+357.1%
INSM vs AMDL
+92.1%
+265.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.3% | +2.7% |
| 7D | +14.4% | +5.4% | +9.0% | +13.0% |
| 30D | +18.8% | -36.6% | +55.4% | +20.6% |
| 3M | -11.3% | -1.0% | -10.4% | -13.2% |
| 6M | +17.9% | -12.1% | +30.0% | +14.3% |
| YTD | -31.3% | +215.1% | -246.5% | -41.7% |
| 1Y | -37.7% | +130.4% | -168.1% | -45.9% |
| All | +357.1% | +92.1% | +265.0% | +297.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling