+382.3%
APP vs INVH
-0.3%
+382.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +4.4% |
| 7D | +0.3% | -3.1% | +3.4% | +2.1% |
| 30D | -1.3% | -7.5% | +6.2% | +3.1% |
| 3M | -36.2% | -6.3% | -29.9% | -34.1% |
| 6M | -34.1% | +9.4% | -43.6% | -38.5% |
| YTD | -53.3% | +1.4% | -54.7% | -54.7% |
| 1Y | -44.5% | -4.1% | -40.4% | -44.4% |
| 3Y | +646.7% | -9.2% | +655.8% | +651.0% |
| 5Y | +306.4% | -19.6% | +326.0% | +354.4% |
| All | +382.3% | -0.3% | +382.7% | +443.9% |
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