+1,073.0%
AMAT vs INVH
+72.9%
+1,000.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.1% |
| 7D | +11.4% | -0.9% | +12.3% | +11.9% |
| 30D | -17.0% | +1.2% | -18.2% | -17.9% |
| 3M | -30.6% | -10.4% | -20.2% | -27.1% |
| 6M | -14.9% | -3.6% | -11.3% | -15.0% |
| YTD | +44.7% | -0.1% | +44.8% | +40.5% |
| 1Y | +66.9% | -0.7% | +67.6% | +62.2% |
| 3Y | +153.3% | -4.6% | +157.9% | +143.7% |
| 5Y | +146.2% | -21.7% | +167.9% | +164.5% |
| All | +1,073.0% | +72.9% | +1,000.1% | +724.0% |
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