+22.0%
ADM vs INVH
-9.6%
+31.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.9% |
| 7D | +3.0% | -3.1% | +6.1% | +3.8% |
| 30D | +8.7% | -7.5% | +16.2% | +10.6% |
| 3M | +7.6% | -6.3% | +13.9% | +9.0% |
| 6M | +26.9% | +9.4% | +17.4% | +23.1% |
| YTD | +54.3% | +1.4% | +52.9% | +52.6% |
| 1Y | +45.7% | -4.1% | +49.8% | +46.1% |
| All | +22.0% | -9.6% | +31.6% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling