+165.2%
APD vs INVH
+75.4%
+89.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -3.3% | -3.0% | -0.3% | -2.0% |
| 30D | -4.2% | -7.5% | +3.4% | -0.9% |
| 3M | +5.4% | -5.5% | +11.0% | +7.8% |
| 6M | +6.3% | +11.7% | -5.4% | +0.7% |
| YTD | +20.3% | +1.3% | +19.0% | +18.6% |
| 1Y | +1.6% | -6.1% | +7.7% | +3.4% |
| 3Y | +4.0% | -9.8% | +13.8% | +6.6% |
| 5Y | +23.3% | -19.7% | +43.0% | +30.9% |
| All | +165.2% | +75.4% | +89.8% | +108.5% |
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