-19.9%
AFRM vs INVH
-4.7%
-15.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.4% |
| 7D | -8.5% | -3.1% | -5.4% | -7.6% |
| 30D | -11.4% | -7.5% | -3.9% | -9.3% |
| 3M | +8.2% | -6.3% | +14.5% | +10.4% |
| 6M | +36.6% | +9.4% | +27.2% | +32.2% |
| YTD | -8.7% | +1.4% | -10.1% | -10.7% |
| 1Y | -19.9% | -4.1% | -15.8% | -28.6% |
| All | -19.9% | -4.7% | -15.2% | -28.6% |
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