+398.0%
AGI vs INVH
+75.4%
+322.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -2.7% | -3.0% | +0.3% | -2.2% |
| 30D | +7.2% | -7.5% | +14.8% | +8.6% |
| 3M | +4.3% | -5.5% | +9.8% | +5.1% |
| 6M | -27.1% | +11.7% | -38.8% | -28.6% |
| YTD | -6.6% | +1.3% | -7.9% | -7.2% |
| 1Y | +9.5% | -6.1% | +15.6% | +10.2% |
| 3Y | +208.4% | -9.8% | +218.2% | +211.5% |
| 5Y | +401.6% | -19.7% | +421.3% | +409.4% |
| All | +398.0% | +75.4% | +322.7% | +415.8% |
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