+1,150.8%
AMAT vs INVH
+73.1%
+1,077.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.8% | +6.4% |
| 7D | +7.0% | -2.5% | +9.5% | +8.3% |
| 30D | -20.6% | +0.7% | -21.3% | -21.2% |
| 3M | -24.8% | -8.8% | -16.0% | -21.7% |
| 6M | -10.7% | -5.0% | -5.7% | -10.0% |
| YTD | +54.3% | 0.0% | +54.3% | +49.7% |
| 1Y | +73.7% | -1.9% | +75.6% | +70.1% |
| 3Y | +168.4% | -5.0% | +173.4% | +159.0% |
| 5Y | +167.6% | -21.6% | +189.1% | +187.2% |
| All | +1,150.8% | +73.1% | +1,077.7% | +778.2% |
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 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