-14.7%
AMRZ vs INVH
-11.4%
-3.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.9% | -2.9% | +1.0% | -1.1% |
| 30D | -16.9% | -6.9% | -10.0% | -15.3% |
| 3M | -19.2% | -2.7% | -16.5% | -18.6% |
| 6M | -29.3% | +8.2% | -37.5% | -30.9% |
| YTD | -18.0% | +4.5% | -22.4% | -19.1% |
| 1Y | -15.1% | -2.3% | -12.8% | -13.0% |
| All | -14.7% | -11.4% | -3.3% | -8.4% |
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