+392.4%
AME vs INVH
+79.4%
+313.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +1.3% | -2.3% | +3.6% | +2.4% |
| 30D | -6.6% | -5.7% | -0.8% | -4.2% |
| 3M | +3.0% | -4.5% | +7.4% | +4.7% |
| 6M | +5.3% | +11.0% | -5.7% | -0.2% |
| YTD | +15.4% | +3.7% | +11.7% | +12.5% |
| 1Y | +26.8% | -2.8% | +29.7% | +27.2% |
| 3Y | +56.5% | -7.1% | +63.7% | +56.5% |
| 5Y | +85.2% | -19.4% | +104.7% | +95.9% |
| All | +392.4% | +79.4% | +313.0% | +273.2% |
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