+122.5%
AMP vs INVH
-20.2%
+142.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -0.5% | -3.0% | +2.5% | +0.7% |
| 30D | -1.3% | -7.5% | +6.2% | +1.8% |
| 3M | +24.2% | -5.5% | +29.7% | +26.7% |
| 6M | +24.6% | +11.7% | +12.9% | +18.0% |
| YTD | +14.8% | +1.3% | +13.5% | +13.2% |
| 1Y | +12.8% | -6.1% | +18.9% | +14.8% |
| 3Y | +69.0% | -9.8% | +78.7% | +71.9% |
| All | +122.5% | -20.2% | +142.7% | +140.5% |
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 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