+220.6%
AMGN vs INVH
+75.5%
+145.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.6% |
| 7D | -13.9% | -3.1% | -10.8% | -13.0% |
| 30D | -7.1% | -7.5% | +0.3% | -4.9% |
| 3M | +13.9% | -6.3% | +20.2% | +16.1% |
| 6M | +3.2% | +9.4% | -6.2% | +0.3% |
| YTD | +19.2% | +1.4% | +17.8% | +18.2% |
| 1Y | +41.1% | -4.1% | +45.2% | +42.2% |
| 3Y | +61.3% | -9.2% | +70.5% | +63.9% |
| 5Y | +109.1% | -19.6% | +128.7% | +117.4% |
| All | +220.6% | +75.5% | +145.1% | +148.5% |
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