-20.8%
APTV vs INVH
+75.5%
-96.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +4.0% |
| 7D | -1.8% | -3.1% | +1.3% | 0.0% |
| 30D | -7.9% | -7.5% | -0.4% | -3.7% |
| 3M | -29.9% | -6.3% | -23.6% | -27.5% |
| 6M | -36.6% | +9.4% | -46.0% | -40.6% |
| YTD | -40.0% | +1.4% | -41.4% | -41.4% |
| 1Y | -44.0% | -4.1% | -39.9% | -43.6% |
| 3Y | -54.5% | -9.2% | -45.3% | -53.3% |
| 5Y | -68.8% | -19.6% | -49.2% | -65.8% |
| All | -20.8% | +75.5% | -96.3% | -39.9% |
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 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