+431.5%
APLD vs INVH
-22.2%
+453.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.2% | -2.8% | -3.7% |
| 7D | -0.5% | -3.1% | +2.6% | +1.4% |
| 30D | -13.2% | -7.5% | -5.7% | -9.1% |
| 3M | -33.8% | -6.3% | -27.5% | -32.1% |
| 6M | -5.9% | +9.4% | -15.4% | -13.7% |
| YTD | +5.1% | +1.4% | +3.7% | +1.2% |
| 1Y | +51.8% | -4.1% | +55.9% | +50.5% |
| 3Y | +397.7% | -9.2% | +406.9% | +402.0% |
| All | +431.5% | -22.2% | +453.7% | +734.1% |
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