+2.1%
AVTR vs INVH
+34.2%
-32.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -1.1% | -3.0% | +1.9% | +0.6% |
| 30D | +6.3% | -7.5% | +13.8% | +10.9% |
| 3M | +53.3% | -5.5% | +58.8% | +57.9% |
| 6M | +78.6% | +11.7% | +66.9% | +66.9% |
| YTD | +29.2% | +1.3% | +27.9% | +27.0% |
| 1Y | +13.8% | -6.1% | +19.9% | +16.9% |
| 3Y | -27.4% | -9.8% | -17.7% | -24.9% |
| 5Y | -65.0% | -19.7% | -45.3% | -61.8% |
| All | +2.1% | +34.2% | -32.0% | -3.3% |
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