+4,075.8%
AMD vs INVH
+75.5%
+4,000.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.3% |
| 7D | +10.4% | -3.1% | +13.5% | +12.0% |
| 30D | +6.2% | -7.5% | +13.7% | +9.9% |
| 3M | +11.3% | -6.3% | +17.6% | +13.8% |
| 6M | +147.8% | +9.4% | +138.4% | +133.2% |
| YTD | +135.2% | +1.4% | +133.7% | +128.5% |
| 1Y | +215.7% | -4.1% | +219.8% | +213.7% |
| 3Y | +374.7% | -9.2% | +383.9% | +377.0% |
| 5Y | +378.7% | -19.6% | +398.3% | +412.1% |
| All | +4,075.8% | +75.5% | +4,000.3% | +2,850.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling