-99.0%
AMC vs INVH
+75.4%
-174.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | -7.2% | -3.0% | -4.2% | -5.9% |
| 30D | -2.8% | -7.5% | +4.8% | +0.7% |
| 3M | +7.9% | -5.5% | +13.4% | +10.3% |
| 6M | +119.6% | +11.7% | +107.9% | +108.5% |
| YTD | +57.7% | +1.3% | +56.4% | +55.9% |
| 1Y | -12.1% | -6.1% | -6.1% | -10.5% |
| 3Y | -66.5% | -9.8% | -56.7% | -65.8% |
| 5Y | -99.5% | -19.7% | -79.8% | -99.5% |
| All | -99.0% | +75.4% | -174.4% | -99.2% |
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