+514.8%
ALNY vs INVH
+75.4%
+439.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -6.5% | -3.0% | -3.6% | -5.7% |
| 30D | +11.0% | -7.5% | +18.6% | +13.7% |
| 3M | -14.1% | -5.5% | -8.5% | -12.5% |
| 6M | -22.4% | +11.7% | -34.1% | -24.7% |
| YTD | -37.5% | +1.3% | -38.8% | -37.8% |
| 1Y | -46.9% | -6.1% | -40.9% | -46.1% |
| 3Y | +22.1% | -9.8% | +31.8% | +24.1% |
| 5Y | +31.2% | -19.7% | +50.9% | +36.1% |
| All | +514.8% | +75.4% | +439.4% | +390.3% |
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