+116.9%
AMT vs INVH
+79.4%
+37.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +1.5% | -2.3% | +3.7% | +2.8% |
| 30D | +3.7% | -5.7% | +9.5% | +7.3% |
| 3M | -7.2% | -4.5% | -2.7% | -4.8% |
| 6M | -4.2% | +11.0% | -15.1% | -10.0% |
| YTD | +1.9% | +3.7% | -1.8% | -0.7% |
| 1Y | -6.4% | -2.8% | -3.5% | -5.4% |
| 3Y | +7.7% | -7.1% | +14.9% | +9.7% |
| 5Y | -30.9% | -19.4% | -11.5% | -24.3% |
| All | +116.9% | +79.4% | +37.4% | +54.9% |
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