+107.2%
AS vs INVH
-5.6%
+112.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -2.8% | -2.3% | -0.5% | -2.2% |
| 30D | -23.2% | -5.7% | -17.5% | -22.1% |
| 3M | -20.1% | -4.5% | -15.6% | -19.2% |
| 6M | -18.5% | +11.0% | -29.5% | -20.9% |
| YTD | -25.6% | +3.7% | -29.3% | -26.7% |
| 1Y | -24.4% | -2.8% | -21.5% | -24.1% |
| All | +107.2% | -5.6% | +112.9% | +104.3% |
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