-21.3%
AMRZ vs INVH
-14.0%
-7.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.7% |
| 7D | -8.1% | -3.1% | -5.0% | -7.3% |
| 30D | -14.8% | -7.5% | -7.4% | -13.1% |
| 3M | -19.7% | -6.3% | -13.5% | -18.4% |
| 6M | -30.8% | +9.4% | -40.3% | -32.4% |
| YTD | -24.3% | +1.4% | -25.7% | -24.7% |
| 1Y | -24.0% | -4.1% | -19.9% | -22.0% |
| All | -21.3% | -14.0% | -7.3% | -14.8% |
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