+380.3%
INSM vs AME
+54.6%
+325.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -4.0% | -8.6% | +4.6% | -2.9% |
| 3M | +38.5% | +5.8% | +32.8% | +36.5% |
| 6M | -11.5% | +3.8% | -15.3% | -12.1% |
| YTD | -26.9% | +14.4% | -41.3% | -27.6% |
| 1Y | -12.8% | +25.8% | -38.6% | -14.2% |
| All | +380.3% | +54.6% | +325.7% | +337.0% |
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 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