+855.3%
ATI vs INVH
+79.4%
+775.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | +2.4% | -2.3% | +4.7% | +3.9% |
| 30D | -9.5% | -5.7% | -3.8% | -6.2% |
| 3M | +10.4% | -4.5% | +14.8% | +12.7% |
| 6M | +31.8% | +11.0% | +20.8% | +21.6% |
| YTD | +80.0% | +3.7% | +76.3% | +72.4% |
| 1Y | +175.8% | -2.8% | +178.7% | +174.5% |
| 3Y | +364.2% | -7.1% | +371.4% | +367.3% |
| 5Y | +1,076.9% | -19.4% | +1,096.3% | +1,176.7% |
| All | +855.3% | +79.4% | +775.9% | +544.1% |
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 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