+311.3%
ARM vs INVH
-9.0%
+320.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.9% |
| 7D | +11.4% | -3.1% | +14.5% | +12.2% |
| 30D | -7.4% | -7.1% | -0.4% | -5.8% |
| 3M | -24.5% | -3.0% | -21.5% | -24.6% |
| 6M | +128.7% | +10.1% | +118.6% | +115.9% |
| YTD | +139.3% | +3.8% | +135.4% | +131.3% |
| 1Y | +88.0% | -2.1% | +90.1% | +87.2% |
| All | +311.3% | -9.0% | +320.3% | +334.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling