-24.9%
AFRM vs INVH
+18.0%
-42.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.4% |
| 7D | -7.0% | -2.9% | -4.1% | -3.6% |
| 30D | -7.8% | -6.9% | -0.9% | +0.7% |
| 3M | +5.3% | -2.7% | +8.0% | +7.7% |
| 6M | +42.6% | +8.2% | +34.4% | +26.4% |
| YTD | -2.8% | +4.5% | -7.3% | -11.0% |
| 1Y | -19.3% | -2.3% | -17.0% | -20.1% |
| 3Y | +231.0% | -7.3% | +238.2% | +240.2% |
| 5Y | -22.2% | -20.5% | -1.8% | +5.8% |
| All | -24.9% | +18.0% | -42.9% | -36.9% |
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