+329.1%
APP vs INVH
-20.4%
+349.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -4.4% | -2.3% | -2.1% | -3.0% |
| 30D | -10.0% | -5.7% | -4.3% | -6.9% |
| 3M | -41.4% | -4.5% | -37.0% | -40.1% |
| 6M | -41.0% | +11.0% | -52.0% | -45.5% |
| YTD | -54.7% | +3.7% | -58.4% | -56.7% |
| 1Y | -45.3% | -2.8% | -42.5% | -45.5% |
| 3Y | +624.3% | -7.1% | +631.4% | +618.0% |
| 5Y | +329.1% | -19.4% | +348.6% | +394.3% |
| All | +329.1% | -20.4% | +349.6% | +394.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling