-11.2%
INSM vs ATI
+159.9%
-171.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +2.5% | -5.6% | +8.1% | +4.9% |
| 30D | -2.2% | -13.7% | +11.6% | +3.9% |
| 3M | +33.8% | -0.4% | +34.2% | +34.8% |
| 6M | -7.2% | +26.2% | -33.4% | -12.5% |
| YTD | -25.6% | +73.2% | -98.8% | -30.9% |
| 1Y | -11.2% | +161.6% | -172.8% | -16.7% |
| All | -11.2% | +159.9% | -171.1% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling