+134.9%
AS vs INVH
-8.2%
+143.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.9% |
| 7D | +6.9% | +2.0% | +4.9% | +6.4% |
| 30D | +16.0% | +4.8% | +11.2% | +14.5% |
| 3M | -12.8% | -9.8% | -3.1% | -10.6% |
| 6M | -15.4% | -3.7% | -11.7% | -14.7% |
| YTD | -15.7% | +0.8% | -16.6% | -16.4% |
| 1Y | +6.1% | +1.9% | +4.2% | +4.9% |
| All | +134.9% | -8.2% | +143.1% | +133.1% |
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