+406.9%
INSM vs AME
+64.2%
+342.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | +5.9% | +5.9% | 0.0% | +5.1% |
| 30D | +23.9% | -1.9% | +25.8% | +24.0% |
| 3M | -4.1% | -5.4% | +1.3% | -3.6% |
| 6M | +2.7% | +4.9% | -2.2% | +1.3% |
| YTD | -30.4% | +18.5% | -48.8% | -31.4% |
| 1Y | -36.6% | +25.5% | -62.0% | -37.7% |
| 3Y | +406.9% | +63.0% | +343.9% | +353.5% |
| All | +406.9% | +64.2% | +342.7% | +353.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling