+386.0%
INSM vs ARMK
+121.1%
+264.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.4% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -4.4% | +2.4% | -6.8% | -5.1% |
| 3M | +30.0% | +6.1% | +24.0% | +27.9% |
| 6M | -10.0% | +41.8% | -51.8% | -16.7% |
| YTD | -26.0% | +55.5% | -81.5% | -32.5% |
| 1Y | -12.5% | +49.6% | -62.1% | -19.8% |
| All | +386.0% | +121.1% | +264.9% | +316.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling