+18.5%
INSM vs AMRZ
-17.3%
+35.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.4% |
| 7D | +2.8% | -2.0% | +4.8% | +3.1% |
| 30D | -4.7% | -9.8% | +5.1% | -3.2% |
| 3M | +32.6% | -17.2% | +49.8% | +35.2% |
| 6M | -10.9% | -26.9% | +16.1% | -6.6% |
| YTD | -28.2% | -21.5% | -6.8% | -25.1% |
| 1Y | -14.9% | -22.9% | +8.0% | -10.2% |
| All | +18.5% | -17.3% | +35.8% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 all: compounded portfolio wealth divided by compounded AMRZ 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…
all analysis · Full analysis span regression · 6 months rolling