+316.4%
ALM vs INVH
-2.4%
+318.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.6% |
| 7D | -2.6% | -2.9% | +0.3% | -3.6% |
| 30D | +32.0% | -6.9% | +38.9% | +28.8% |
| 3M | -15.0% | -2.7% | -12.3% | -15.4% |
| 6M | -10.1% | +8.2% | -18.3% | -8.1% |
| YTD | +99.4% | +4.5% | +95.0% | +104.3% |
| 1Y | +316.4% | -2.3% | +318.7% | +316.4% |
| All | +316.4% | -2.4% | +318.7% | +316.4% |
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