+3,860.0%
AMD vs INVH
+80.8%
+3,779.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +2.6% | -2.9% | +5.5% | +4.0% |
| 30D | -0.9% | -6.9% | +6.0% | +2.3% |
| 3M | -8.7% | -2.7% | -6.0% | -8.5% |
| 6M | +136.3% | +8.2% | +128.1% | +123.9% |
| YTD | +123.0% | +4.5% | +118.5% | +113.8% |
| 1Y | +195.2% | -2.3% | +197.5% | +191.2% |
| 3Y | +336.3% | -7.3% | +343.6% | +334.5% |
| 5Y | +334.5% | -20.5% | +355.0% | +367.0% |
| All | +3,860.0% | +80.8% | +3,779.2% | +2,659.3% |
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