-39.8%
INSM vs AVTR
+37.4%
-77.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.9% | +5.3% |
| 7D | +13.4% | -6.2% | +19.7% | +13.9% |
| 30D | +5.9% | -1.0% | +7.0% | +5.9% |
| 3M | +11.4% | +14.4% | -3.0% | +10.0% |
| 6M | -21.4% | +95.9% | -117.3% | -27.4% |
| YTD | -36.8% | +36.6% | -73.4% | -41.0% |
| 1Y | -39.8% | +35.1% | -75.0% | -43.4% |
| All | -39.8% | +37.4% | -77.2% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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