+126.1%
AMDL vs INVH
-13.0%
+139.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +4.9% | +4.9% |
| 7D | +15.9% | -3.0% | +18.9% | +16.3% |
| 30D | +10.5% | -7.5% | +18.0% | +11.3% |
| 3M | -4.7% | -5.5% | +0.8% | -5.1% |
| 6M | +355.2% | +11.7% | +343.5% | +320.7% |
| YTD | +270.9% | +1.3% | +269.5% | +257.4% |
| 1Y | +499.5% | -6.1% | +505.6% | +510.4% |
| All | +126.1% | -13.0% | +139.1% | +135.9% |
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