-11.3%
ABT vs INVH
-20.2%
+8.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -5.9% | -3.0% | -2.9% | -4.8% |
| 30D | -8.1% | -7.5% | -0.6% | -5.2% |
| 3M | +14.5% | -5.5% | +20.1% | +17.1% |
| 6M | -6.3% | +11.7% | -18.0% | -10.1% |
| YTD | -17.1% | +1.3% | -18.5% | -17.7% |
| 1Y | -21.4% | -6.1% | -15.3% | -19.7% |
| 3Y | +5.9% | -9.8% | +15.7% | +8.3% |
| All | -11.3% | -20.2% | +8.9% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 5y: compounded portfolio wealth divided by compounded INVH 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…
5y analysis · Full analysis span regression · 6 months rolling