-81.0%
PATH vs INSM
+274.7%
-355.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.4% | +2.3% |
| 7D | -2.7% | +9.8% | -12.5% | -3.9% |
| 30D | -1.4% | +22.5% | -23.9% | -4.0% |
| 3M | -16.4% | -8.9% | -7.5% | -15.8% |
| 6M | +23.3% | +16.2% | +7.0% | +18.8% |
| YTD | -19.8% | -30.6% | +10.8% | -17.7% |
| 1Y | -8.6% | -37.7% | +29.1% | -4.9% |
| 3Y | -24.0% | +408.4% | -432.5% | -48.7% |
| 5Y | -77.1% | +279.6% | -356.7% | -84.2% |
| All | -81.0% | +274.7% | -355.6% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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