-26.6%
INSM vs ATI
+1,064.8%
-1,091.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +3.4% |
| 7D | +5.9% | +4.2% | +1.7% | +4.9% |
| 30D | +23.9% | -2.5% | +26.4% | +24.1% |
| 3M | -4.1% | -19.4% | +15.3% | -0.2% |
| 6M | +2.7% | +11.1% | -8.4% | +0.1% |
| YTD | -30.4% | +59.5% | -89.9% | -37.3% |
| 1Y | -36.6% | +85.8% | -122.3% | -44.7% |
| 3Y | +406.9% | +311.9% | +95.0% | +260.4% |
| 5Y | +280.3% | +963.2% | -683.0% | +116.5% |
| 10Y | +738.5% | +977.6% | -239.2% | +332.3% |
| All | -26.6% | +1,064.8% | -1,091.4% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling