+833.7%
INSM vs AME
+445.1%
+388.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | -0.5% |
| 7D | +2.5% | +1.7% | +0.7% | +1.2% |
| 30D | -2.2% | -6.4% | +4.3% | +2.2% |
| 3M | +33.8% | +7.1% | +26.7% | +26.3% |
| 6M | -7.2% | +8.2% | -15.3% | -12.7% |
| YTD | -25.6% | +18.2% | -43.8% | -34.5% |
| 1Y | -11.2% | +26.7% | -38.0% | -25.7% |
| 3Y | +388.3% | +60.7% | +327.6% | +224.4% |
| 5Y | +376.6% | +91.6% | +285.1% | +166.2% |
| All | +833.7% | +445.1% | +388.6% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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