+1,079.4%
AMAT vs INVH
+74.4%
+1,005.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -2.5% | +1.8% | -4.3% | -3.5% |
| 30D | -26.5% | +1.1% | -27.6% | -27.3% |
| 3M | -28.6% | -8.3% | -20.2% | -25.9% |
| 6M | -14.2% | -3.7% | -10.6% | -14.2% |
| YTD | +45.5% | +0.8% | +44.7% | +40.7% |
| 1Y | +59.3% | +1.0% | +58.3% | +53.5% |
| 3Y | +153.1% | -4.3% | +157.3% | +143.4% |
| 5Y | +158.2% | -21.0% | +179.1% | +176.2% |
| All | +1,079.4% | +74.4% | +1,005.0% | +725.1% |
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