-35.7%
AUR vs INVH
-7.4%
-28.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +1.4% | -3.0% | +4.4% | +3.8% |
| 30D | -6.4% | -7.5% | +1.1% | -1.0% |
| 3M | +7.7% | -5.5% | +13.2% | +11.3% |
| 6M | +44.5% | +11.7% | +32.8% | +29.3% |
| YTD | +67.4% | +1.3% | +66.1% | +60.6% |
| 1Y | +15.4% | -6.1% | +21.5% | +17.7% |
| 3Y | +94.8% | -9.8% | +104.6% | +105.1% |
| 5Y | -35.1% | -19.7% | -15.4% | -22.6% |
| All | -35.7% | -7.4% | -28.3% | -23.5% |
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