+328.6%
INSM vs AVTR
+3.6%
+325.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.7% |
| 7D | +2.8% | +7.4% | -4.6% | +0.4% |
| 30D | -4.7% | +12.2% | -17.0% | -8.3% |
| 3M | +32.6% | +57.4% | -24.8% | +12.8% |
| 6M | -10.9% | +86.7% | -97.5% | -28.8% |
| YTD | -28.2% | +33.1% | -61.3% | -36.3% |
| 1Y | -14.9% | +16.1% | -31.0% | -23.2% |
| 3Y | +375.6% | -24.6% | +400.2% | +372.5% |
| 5Y | +349.1% | -63.5% | +412.6% | +518.9% |
| All | +328.6% | +3.6% | +325.0% | +281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling