+4,220.9%
AMD vs INVH
+79.4%
+4,141.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.2% | +3.1% |
| 7D | +14.0% | -2.3% | +16.3% | +15.2% |
| 30D | +11.0% | -5.7% | +16.7% | +13.9% |
| 3M | +9.6% | -4.5% | +14.1% | +11.0% |
| 6M | +157.1% | +11.0% | +146.1% | +140.4% |
| YTD | +143.3% | +3.7% | +139.6% | +134.0% |
| 1Y | +234.4% | -2.8% | +237.3% | +230.5% |
| 3Y | +391.2% | -7.1% | +398.3% | +388.4% |
| 5Y | +390.9% | -19.4% | +410.3% | +424.5% |
| All | +4,220.9% | +79.4% | +4,141.5% | +2,920.5% |
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