+76.4%
INVH vs AMBA
+35.7%
+40.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -3.1% | +7.1% | -10.2% | -3.9% |
| 30D | -7.5% | -18.1% | +10.6% | -5.6% |
| 3M | -6.3% | +8.4% | -14.7% | -8.5% |
| 6M | +9.4% | +25.7% | -16.2% | +3.8% |
| YTD | +1.4% | -4.2% | +5.6% | -0.9% |
| 1Y | -4.1% | -18.7% | +14.6% | -5.3% |
| 3Y | -9.2% | +13.3% | -22.5% | -17.6% |
| 5Y | -19.6% | -54.2% | +34.6% | -22.7% |
| All | +76.4% | +35.7% | +40.6% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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