-16.7%
ALC vs INVH
-4.3%
-12.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -6.3% | -3.0% | -3.3% | -5.1% |
| 30D | -10.3% | -7.5% | -2.7% | -7.2% |
| 3M | -0.7% | -5.5% | +4.8% | +1.6% |
| 6M | -17.8% | +11.7% | -29.6% | -21.1% |
| YTD | -15.8% | +1.3% | -17.1% | -16.4% |
| 1Y | -16.7% | -6.1% | -10.6% | -14.2% |
| All | -16.7% | -4.3% | -12.4% | -14.2% |
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