+196.3%
ABT vs INVH
+79.4%
+116.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -4.7% | -2.3% | -2.5% | -3.9% |
| 30D | -3.1% | -5.7% | +2.6% | -0.8% |
| 3M | +16.1% | -4.5% | +20.6% | +18.3% |
| 6M | -5.3% | +11.0% | -16.3% | -9.2% |
| YTD | -14.4% | +3.7% | -18.1% | -15.9% |
| 1Y | -18.4% | -2.8% | -15.6% | -17.8% |
| 3Y | +11.2% | -7.1% | +18.3% | +12.3% |
| 5Y | -9.4% | -19.4% | +10.1% | -4.2% |
| All | +196.3% | +79.4% | +116.8% | +130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling