+103.4%
AMGN vs INVH
-20.2%
+123.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -13.7% | -3.0% | -10.7% | -12.9% |
| 30D | -8.8% | -7.5% | -1.3% | -6.8% |
| 3M | +7.2% | -5.5% | +12.7% | +8.9% |
| 6M | +1.3% | +11.7% | -10.4% | -1.8% |
| YTD | +17.6% | +1.3% | +16.3% | +16.9% |
| 1Y | +37.2% | -6.1% | +43.2% | +39.1% |
| 3Y | +57.7% | -9.8% | +67.5% | +60.4% |
| All | +103.4% | -20.2% | +123.6% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling