+4,753.2%
AMD vs INVH
+71.6%
+4,681.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.7% | +6.2% |
| 7D | +44.7% | -3.3% | +48.0% | +46.8% |
| 30D | -3.3% | +0.2% | -3.6% | -3.9% |
| 3M | +21.2% | -9.5% | +30.7% | +26.0% |
| 6M | +30.6% | -4.3% | +34.9% | +31.0% |
| YTD | +173.3% | -0.8% | +174.1% | +166.8% |
| 1Y | +126.1% | -3.6% | +129.7% | +123.5% |
| 3Y | +393.5% | -5.8% | +399.4% | +382.6% |
| 5Y | +295.8% | -22.3% | +318.0% | +328.2% |
| All | +4,753.2% | +71.6% | +4,681.6% | +3,343.7% |
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