-31.2%
AMT vs INVH
-21.2%
-10.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.1% |
| 7D | -2.7% | -3.1% | +0.4% | -0.8% |
| 30D | +2.0% | -7.5% | +9.5% | +6.8% |
| 3M | -9.3% | -6.3% | -3.0% | -5.9% |
| 6M | -5.2% | +9.4% | -14.7% | -10.3% |
| YTD | +0.5% | +1.4% | -0.9% | -0.8% |
| 1Y | -7.3% | -4.1% | -3.2% | -5.5% |
| 3Y | +6.2% | -9.2% | +15.4% | +9.3% |
| 5Y | -31.2% | -19.6% | -11.6% | -23.5% |
| All | -31.2% | -21.2% | -10.0% | -23.5% |
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