+1,339.6%
AMAT vs INVH
+80.8%
+1,258.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -1.5% | -2.9% | +1.4% | 0.0% |
| 30D | -14.8% | -6.9% | -7.9% | -11.8% |
| 3M | -9.3% | -2.7% | -6.6% | -9.0% |
| 6M | +27.4% | +8.2% | +19.2% | +19.9% |
| YTD | +77.6% | +4.5% | +73.1% | +69.5% |
| 1Y | +188.9% | -2.3% | +191.3% | +185.1% |
| 3Y | +202.3% | -7.3% | +209.6% | +198.6% |
| 5Y | +248.9% | -20.5% | +269.4% | +274.3% |
| All | +1,339.6% | +80.8% | +1,258.8% | +894.3% |
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