+368.8%
INSM vs ATI
+1,021.8%
-653.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.2% |
| 7D | +0.5% | -2.7% | +3.2% | +1.2% |
| 30D | -4.0% | -13.5% | +9.5% | -0.2% |
| 3M | +38.5% | +8.5% | +30.0% | +36.0% |
| 6M | -11.5% | +25.2% | -36.7% | -16.3% |
| YTD | -26.9% | +73.4% | -100.3% | -35.8% |
| 1Y | -12.8% | +160.5% | -173.3% | -30.8% |
| 3Y | +384.7% | +347.3% | +37.4% | +216.7% |
| 5Y | +368.8% | +1,049.0% | -680.2% | +112.2% |
| All | +368.8% | +1,021.8% | -653.0% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling