+3,798.1%
ALM vs INVH
+79.7%
+3,718.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +8.9% |
| 7D | +8.4% | -3.1% | +11.5% | +8.7% |
| 30D | +34.8% | -7.1% | +41.9% | +35.7% |
| 3M | +16.2% | -3.0% | +19.2% | +16.4% |
| 6M | +2.1% | +10.1% | -8.0% | +0.7% |
| YTD | +117.0% | +3.8% | +113.2% | +115.3% |
| 1Y | +313.9% | -2.1% | +315.9% | +313.2% |
| 3Y | +2,327.9% | -7.0% | +2,335.0% | +2,336.0% |
| 5Y | +1,040.6% | -20.6% | +1,061.2% | +1,047.7% |
| All | +3,798.1% | +79.7% | +3,718.4% | +4,472.6% |
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