+158.2%
AMAT vs INVH
-21.2%
+179.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -2.5% | +1.8% | -4.3% | -3.2% |
| 30D | -26.5% | +1.1% | -27.6% | -27.0% |
| 3M | -28.6% | -8.3% | -20.2% | -26.6% |
| 6M | -14.2% | -3.7% | -10.6% | -14.3% |
| YTD | +45.5% | +0.8% | +44.7% | +41.6% |
| 1Y | +59.3% | +1.0% | +58.3% | +54.7% |
| 3Y | +153.1% | -4.3% | +157.3% | +143.2% |
| 5Y | +158.2% | -21.0% | +179.1% | +188.5% |
| All | +158.2% | -21.2% | +179.4% | +188.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling