+174.5%
ARMK vs INVH
+75.4%
+99.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.2% | +3.2% |
| 7D | +3.1% | -3.0% | +6.1% | +4.8% |
| 30D | -2.8% | -7.5% | +4.7% | +1.4% |
| 3M | +7.6% | -5.5% | +13.1% | +10.6% |
| 6M | +47.9% | +11.7% | +36.2% | +37.9% |
| YTD | +60.0% | +1.3% | +58.7% | +57.2% |
| 1Y | +52.2% | -6.1% | +58.3% | +55.8% |
| 3Y | +131.4% | -9.8% | +141.2% | +136.1% |
| 5Y | +163.2% | -19.7% | +182.9% | +182.7% |
| All | +174.5% | +75.4% | +99.1% | +103.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling