+527.5%
APP vs INVH
-1.8%
+529.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.2% | +3.5% |
| 7D | +4.6% | -0.9% | +5.5% | +5.2% |
| 30D | +56.0% | +1.2% | +54.9% | +54.9% |
| 3M | +30.8% | -10.4% | +41.2% | +39.1% |
| 6M | -9.8% | -3.6% | -6.2% | -8.7% |
| YTD | -39.3% | -0.1% | -39.2% | -40.6% |
| 1Y | -26.4% | -0.7% | -25.8% | -28.0% |
| 3Y | +887.9% | -4.6% | +892.5% | +845.8% |
| 5Y | +264.1% | -21.7% | +285.8% | +312.3% |
| All | +527.5% | -1.8% | +529.3% | +613.4% |
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