+344.1%
INSM vs AVTR
+0.6%
+343.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.8% |
| 7D | +2.5% | -1.1% | +3.5% | +2.8% |
| 30D | -2.2% | +6.3% | -8.5% | -4.2% |
| 3M | +33.8% | +53.3% | -19.5% | +14.6% |
| 6M | -7.2% | +78.6% | -85.8% | -24.8% |
| YTD | -25.6% | +29.2% | -54.9% | -33.4% |
| 1Y | -11.2% | +13.8% | -25.1% | -19.5% |
| 3Y | +388.3% | -27.4% | +415.8% | +391.6% |
| 5Y | +376.6% | -65.0% | +441.7% | +567.6% |
| All | +344.1% | +0.6% | +343.5% | +298.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling