+104.2%
AG vs INVH
+75.4%
+28.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.9% | -2.9% |
| 7D | -6.7% | -3.0% | -3.7% | -5.5% |
| 30D | +2.2% | -7.5% | +9.7% | +5.4% |
| 3M | +15.7% | -5.5% | +21.2% | +18.0% |
| 6M | -23.8% | +11.7% | -35.5% | -27.9% |
| YTD | +17.6% | +1.3% | +16.3% | +15.6% |
| 1Y | +88.6% | -6.1% | +94.7% | +91.2% |
| 3Y | +253.4% | -9.8% | +263.2% | +262.4% |
| 5Y | +62.4% | -19.7% | +82.1% | +73.2% |
| All | +104.2% | +75.4% | +28.8% | +71.1% |
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