-20.2%
AMRZ vs INVH
-12.0%
-8.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -4.7% | -2.3% | -2.4% | -4.1% |
| 30D | -11.3% | -5.7% | -5.6% | -9.9% |
| 3M | -22.1% | -4.5% | -17.6% | -21.2% |
| 6M | -29.6% | +11.0% | -40.5% | -31.5% |
| YTD | -23.3% | +3.7% | -27.0% | -24.2% |
| 1Y | -23.7% | -2.8% | -20.9% | -21.8% |
| All | -20.2% | -12.0% | -8.2% | -14.2% |
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 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