-32.4%
AFRM vs INVH
+12.8%
-45.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -2.0% |
| 7D | -4.4% | -0.9% | -3.5% | -3.3% |
| 30D | -7.7% | +1.2% | -8.8% | -9.2% |
| 3M | -16.9% | -10.4% | -6.5% | -5.3% |
| 6M | +2.5% | -3.6% | +6.1% | +5.3% |
| YTD | -12.5% | -0.1% | -12.4% | -15.6% |
| 1Y | -11.0% | -0.7% | -10.4% | -13.9% |
| 3Y | +184.6% | -4.6% | +189.2% | +173.4% |
| 5Y | -56.3% | -21.7% | -34.6% | -39.0% |
| All | -32.4% | +12.8% | -45.3% | -40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling