+136.3%
AWK vs INVH
+75.5%
+60.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.8% |
| 7D | -0.7% | -3.1% | +2.4% | +0.8% |
| 30D | +2.8% | -7.5% | +10.3% | +6.8% |
| 3M | +11.3% | -6.3% | +17.6% | +14.9% |
| 6M | +6.7% | +9.4% | -2.7% | +1.6% |
| YTD | +9.4% | +1.4% | +8.0% | +7.9% |
| 1Y | +3.7% | -4.1% | +7.8% | +5.1% |
| 3Y | +9.2% | -9.2% | +18.4% | +12.1% |
| 5Y | -15.7% | -19.6% | +3.9% | -9.4% |
| All | +136.3% | +75.5% | +60.8% | +68.7% |
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