+4,328.4%
AMD vs INVH
+72.9%
+4,255.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.8% | -9.5% | -9.1% |
| 7D | +18.9% | -0.9% | +19.9% | +19.3% |
| 30D | -6.4% | +1.2% | -7.6% | -7.4% |
| 3M | +10.6% | -10.4% | +21.0% | +15.5% |
| 6M | +19.9% | -3.6% | +23.5% | +19.8% |
| YTD | +149.4% | -0.1% | +149.5% | +142.6% |
| 1Y | +115.4% | -0.7% | +116.0% | +109.5% |
| 3Y | +357.3% | -4.6% | +361.9% | +344.1% |
| 5Y | +261.1% | -21.7% | +282.8% | +289.3% |
| All | +4,328.4% | +72.9% | +4,255.5% | +3,030.8% |
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