+833.7%
INSM vs ATI
+1,154.1%
-320.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +2.5% | -5.6% | +8.1% | +4.1% |
| 30D | -2.2% | -13.7% | +11.6% | +1.8% |
| 3M | +33.8% | -0.4% | +34.2% | +34.0% |
| 6M | -7.2% | +26.2% | -33.4% | -12.9% |
| YTD | -25.6% | +73.2% | -98.8% | -35.9% |
| 1Y | -11.2% | +161.6% | -172.8% | -31.8% |
| 3Y | +388.3% | +346.2% | +42.2% | +208.3% |
| 5Y | +376.6% | +1,047.6% | -671.0% | +122.8% |
| All | +833.7% | +1,154.1% | -320.4% | +288.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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