+701.9%
INSM vs ARMK
+131.4%
+570.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +5.9% | +2.7% | +3.2% | +4.8% |
| 30D | +23.9% | -1.5% | +25.4% | +24.2% |
| 3M | -4.1% | -11.6% | +7.5% | -0.1% |
| 6M | +2.7% | +6.7% | -4.1% | -1.0% |
| YTD | -30.4% | +47.4% | -77.8% | -40.8% |
| 1Y | -36.6% | +41.5% | -78.0% | -45.3% |
| 3Y | +406.9% | +95.5% | +311.4% | +273.0% |
| 5Y | +280.3% | +108.4% | +171.9% | +168.6% |
| All | +701.9% | +131.4% | +570.5% | +462.6% |
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