+819.4%
ATI vs INVH
+75.4%
+744.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -5.6% | -3.0% | -2.6% | -3.7% |
| 30D | -13.7% | -7.5% | -6.2% | -9.4% |
| 3M | -0.4% | -5.5% | +5.2% | +2.5% |
| 6M | +26.2% | +11.7% | +14.5% | +15.9% |
| YTD | +73.2% | +1.3% | +71.9% | +68.5% |
| 1Y | +161.6% | -6.1% | +167.7% | +166.4% |
| 3Y | +346.2% | -9.8% | +355.9% | +357.8% |
| 5Y | +1,047.6% | -19.7% | +1,067.3% | +1,143.6% |
| All | +819.4% | +75.4% | +744.0% | +529.3% |
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