-99.0%
AMC vs INVH
+80.8%
-179.7%
-99.8%
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 | +2.3% | -2.9% | +5.2% | +3.7% |
| 30D | -0.7% | -6.9% | +6.2% | +2.5% |
| 3M | +35.2% | -2.7% | +37.9% | +36.2% |
| 6M | +124.6% | +8.2% | +116.4% | +116.1% |
| YTD | +69.9% | +4.5% | +65.4% | +65.6% |
| 1Y | -2.6% | -2.3% | -0.3% | -2.6% |
| 3Y | -79.8% | -7.3% | -72.5% | -79.6% |
| 5Y | -99.4% | -20.5% | -78.9% | -99.4% |
| All | -99.0% | +80.8% | -179.7% | -99.1% |
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