+357.2%
INSM vs AMIX
-99.9%
+457.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +1.7% | +1.6% | +0.2% | +1.7% |
| 30D | -4.4% | -50.8% | +46.4% | -4.5% |
| 3M | +30.0% | -46.3% | +76.3% | +30.2% |
| 6M | -10.0% | -49.9% | +39.8% | -9.9% |
| YTD | -26.0% | -60.4% | +34.4% | -26.0% |
| 1Y | -12.5% | -81.7% | +69.2% | -13.2% |
| All | +357.2% | -99.9% | +457.1% | +224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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