+833.7%
INSM vs ARMK
+146.1%
+687.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +0.5% |
| 7D | +2.5% | +3.1% | -0.6% | +1.3% |
| 30D | -2.2% | -2.8% | +0.6% | -1.3% |
| 3M | +33.8% | +7.6% | +26.2% | +29.3% |
| 6M | -7.2% | +47.9% | -55.1% | -20.4% |
| YTD | -25.6% | +60.0% | -85.7% | -38.4% |
| 1Y | -11.2% | +52.2% | -63.5% | -25.3% |
| 3Y | +388.3% | +131.4% | +256.9% | +237.6% |
| 5Y | +376.6% | +163.2% | +213.4% | +209.2% |
| All | +833.7% | +146.1% | +687.6% | +529.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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