+4,172.1%
AMD vs INVH
+74.4%
+4,097.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | 0.0% | +14.8% | +14.8% |
| 7D | +6.5% | +1.8% | +4.6% | +5.5% |
| 30D | -15.3% | +1.1% | -16.4% | -16.1% |
| 3M | +9.7% | -8.3% | +18.1% | +13.5% |
| 6M | +13.2% | -3.7% | +16.9% | +13.3% |
| YTD | +140.6% | +0.8% | +139.8% | +133.2% |
| 1Y | +111.2% | +1.0% | +110.2% | +104.0% |
| 3Y | +334.4% | -4.3% | +338.7% | +321.8% |
| 5Y | +268.3% | -21.0% | +289.3% | +295.8% |
| All | +4,172.1% | +74.4% | +4,097.6% | +2,910.2% |
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