-21.0%
APTV vs INVH
+75.4%
-96.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -5.0% | -3.0% | -2.0% | -3.3% |
| 30D | -6.1% | -7.5% | +1.5% | -1.8% |
| 3M | -33.0% | -5.5% | -27.5% | -31.0% |
| 6M | -35.2% | +11.7% | -46.9% | -40.1% |
| YTD | -40.1% | +1.3% | -41.5% | -41.6% |
| 1Y | -45.6% | -6.1% | -39.5% | -44.5% |
| 3Y | -54.4% | -9.8% | -44.6% | -52.9% |
| 5Y | -68.9% | -19.7% | -49.2% | -65.9% |
| All | -21.0% | +75.4% | -96.4% | -40.1% |
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