-98.7%
AMC vs INVH
+72.9%
-171.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -3.0% |
| 7D | +3.5% | -0.9% | +4.4% | +3.9% |
| 30D | +12.5% | +1.2% | +11.3% | +11.8% |
| 3M | +23.6% | -10.4% | +34.0% | +29.7% |
| 6M | +144.4% | -3.6% | +148.0% | +147.2% |
| YTD | +108.3% | -0.1% | +108.4% | +107.1% |
| 1Y | +38.9% | -0.7% | +39.6% | +38.1% |
| 3Y | -58.9% | -4.6% | -54.3% | -59.3% |
| 5Y | -99.2% | -21.7% | -77.5% | -99.1% |
| All | -98.7% | +72.9% | -171.6% | -98.9% |
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