-26.0%
AFRM vs INVH
-20.4%
-5.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.3% |
| 7D | -8.0% | -2.3% | -5.7% | -5.4% |
| 30D | -9.8% | -5.7% | -4.1% | -3.0% |
| 3M | +4.7% | -4.5% | +9.1% | +10.0% |
| 6M | +34.1% | +11.0% | +23.2% | +15.0% |
| YTD | -8.4% | +3.7% | -12.1% | -15.4% |
| 1Y | -22.9% | -2.8% | -20.1% | -23.2% |
| 3Y | +203.3% | -7.1% | +210.4% | +209.4% |
| 5Y | -26.0% | -19.4% | -6.5% | -0.3% |
| All | -26.0% | -20.4% | -5.5% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling