+40.6%
ADM vs INVH
-2.4%
+43.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +3.8% | -2.9% | +6.7% | +4.1% |
| 30D | +9.8% | -6.9% | +16.7% | +10.7% |
| 3M | +2.1% | -2.7% | +4.8% | +2.1% |
| 6M | +27.5% | +8.2% | +19.3% | +24.2% |
| YTD | +50.2% | +4.5% | +45.7% | +47.4% |
| 1Y | +40.6% | -2.3% | +42.9% | +36.6% |
| All | +40.6% | -2.4% | +43.0% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling