+391.7%
APP vs INVH
+2.7%
+389.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +0.9% | -2.9% | +3.8% | +2.6% |
| 30D | -23.3% | -6.9% | -16.4% | -20.0% |
| 3M | -42.6% | -2.7% | -39.9% | -42.1% |
| 6M | -33.6% | +8.2% | -41.8% | -37.5% |
| YTD | -52.4% | +4.5% | -56.9% | -54.6% |
| 1Y | -35.9% | -2.3% | -33.6% | -36.2% |
| 3Y | +642.2% | -7.3% | +649.5% | +640.2% |
| 5Y | +311.1% | -20.5% | +331.6% | +353.2% |
| All | +391.7% | +2.7% | +389.0% | +445.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling