+1,384.4%
AMAT vs INVH
+79.4%
+1,304.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +6.9% | -2.3% | +9.2% | +8.2% |
| 30D | -10.1% | -5.7% | -4.4% | -7.5% |
| 3M | -6.0% | -4.5% | -1.5% | -4.6% |
| 6M | +38.6% | +11.0% | +27.7% | +28.6% |
| YTD | +83.1% | +3.7% | +79.4% | +75.4% |
| 1Y | +188.3% | -2.8% | +191.2% | +185.2% |
| 3Y | +225.3% | -7.1% | +232.5% | +220.8% |
| 5Y | +262.0% | -19.4% | +281.4% | +285.0% |
| All | +1,384.4% | +79.4% | +1,304.9% | +928.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling