-21.0%
INVH vs AMBA
-69.1%
+48.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | +1.8% | -2.7% | +4.5% | +2.0% |
| 30D | +1.1% | -10.5% | +11.6% | +1.9% |
| 3M | -8.3% | -26.4% | +18.1% | -6.3% |
| 6M | -3.7% | -20.9% | +17.2% | -3.6% |
| YTD | +0.8% | -14.8% | +15.6% | -0.4% |
| 1Y | +1.0% | -36.1% | +37.1% | +2.6% |
| 3Y | -4.3% | +20.2% | -24.5% | -14.1% |
| 5Y | -21.0% | -67.2% | +46.3% | -23.0% |
| All | -21.0% | -69.1% | +48.2% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling