+368.8%
INSM vs ARMK
+147.8%
+221.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.5% | -0.9% | +1.4% | +0.8% |
| 30D | -4.0% | -5.9% | +2.0% | -1.9% |
| 3M | +38.5% | +6.7% | +31.8% | +34.3% |
| 6M | -11.5% | +42.5% | -54.1% | -23.2% |
| YTD | -26.9% | +55.1% | -82.0% | -38.7% |
| 1Y | -12.8% | +50.3% | -63.1% | -26.2% |
| 3Y | +384.7% | +122.2% | +262.5% | +229.2% |
| 5Y | +368.8% | +155.2% | +213.6% | +198.2% |
| All | +368.8% | +147.8% | +221.0% | +198.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling