-0.9%
APA vs INVH
+75.4%
-76.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +4.6% | -3.0% | +7.6% | +6.5% |
| 30D | +11.9% | -7.5% | +19.4% | +17.1% |
| 3M | +22.5% | -5.5% | +28.0% | +26.1% |
| 6M | +37.5% | +11.7% | +25.8% | +26.4% |
| YTD | +87.2% | +1.3% | +85.8% | +81.8% |
| 1Y | +101.4% | -6.1% | +107.5% | +104.4% |
| 3Y | +16.9% | -9.8% | +26.7% | +18.5% |
| 5Y | +178.4% | -19.7% | +198.1% | +198.7% |
| All | -0.9% | +75.4% | -76.3% | -27.3% |
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