+120.4%
AS vs INVH
-4.9%
+125.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | -4.9% | -2.9% | -2.0% | -4.2% |
| 30D | -19.6% | -6.9% | -12.7% | -18.1% |
| 3M | -14.4% | -2.7% | -11.7% | -13.9% |
| 6M | -20.1% | +8.2% | -28.3% | -22.0% |
| YTD | -20.9% | +4.5% | -25.4% | -22.2% |
| 1Y | -21.9% | -2.3% | -19.5% | -21.7% |
| All | +120.4% | -4.9% | +125.3% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling