+64.9%
ARM vs INVH
-4.7%
+69.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -4.8% |
| 7D | +4.8% | -3.1% | +7.9% | +3.2% |
| 30D | -5.5% | -7.5% | +2.0% | -8.8% |
| 3M | -17.3% | -6.3% | -11.0% | -19.2% |
| 6M | +110.9% | +9.4% | +101.4% | +109.3% |
| YTD | +132.5% | +1.4% | +131.1% | +128.2% |
| 1Y | +64.9% | -4.1% | +69.0% | +61.3% |
| All | +64.9% | -4.7% | +69.6% | +61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling