+928.1%
APH vs INVH
+72.9%
+855.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.1% |
| 7D | +4.9% | -0.9% | +5.8% | +5.3% |
| 30D | -5.4% | +1.2% | -6.6% | -6.2% |
| 3M | -5.5% | -10.4% | +4.9% | -1.5% |
| 6M | +25.9% | -3.6% | +29.5% | +26.4% |
| YTD | +16.4% | -0.1% | +16.5% | +14.3% |
| 1Y | +16.5% | -0.7% | +17.2% | +14.6% |
| 3Y | +270.9% | -4.6% | +275.4% | +263.3% |
| 5Y | +289.5% | -21.7% | +311.2% | +314.1% |
| All | +928.1% | +72.9% | +855.2% | +719.5% |
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