-7.0%
INVH vs AMBA
+5.1%
-12.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | -3.1% | -6.4% | +3.3% | -2.9% |
| 30D | -7.1% | -26.8% | +19.8% | -5.9% |
| 3M | -3.0% | -7.6% | +4.7% | -3.3% |
| 6M | +10.1% | +21.2% | -11.1% | +6.8% |
| YTD | +3.8% | -10.4% | +14.2% | +3.0% |
| 1Y | -2.1% | -24.4% | +22.3% | -2.2% |
| 3Y | -7.0% | +6.0% | -13.0% | -14.8% |
| All | -7.0% | +5.1% | -12.2% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling