+163.6%
ADM vs INVH
+79.4%
+84.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.6% | +2.5% |
| 7D | +1.4% | -2.3% | +3.7% | +2.2% |
| 30D | +8.2% | -5.7% | +13.9% | +10.5% |
| 3M | +8.7% | -4.5% | +13.2% | +10.3% |
| 6M | +29.1% | +11.0% | +18.1% | +23.6% |
| YTD | +53.7% | +3.7% | +50.0% | +50.5% |
| 1Y | +43.2% | -2.8% | +46.1% | +43.5% |
| 3Y | +21.4% | -7.1% | +28.6% | +21.9% |
| 5Y | +67.1% | -19.4% | +86.5% | +74.4% |
| All | +163.6% | +79.4% | +84.2% | +98.3% |
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