+468.5%
AVAV vs INVH
+75.5%
+393.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.2% | +6.7% | +5.3% |
| 7D | -0.1% | -3.1% | +3.0% | +1.1% |
| 30D | -25.0% | -7.5% | -17.5% | -22.8% |
| 3M | -15.0% | -6.3% | -8.7% | -13.1% |
| 6M | -33.6% | +9.4% | -43.1% | -36.5% |
| YTD | -39.2% | +1.4% | -40.6% | -40.1% |
| 1Y | -40.5% | -4.1% | -36.4% | -40.2% |
| 3Y | +29.6% | -9.2% | +38.8% | +30.8% |
| 5Y | +56.7% | -19.6% | +76.3% | +63.9% |
| All | +468.5% | +75.5% | +393.0% | +304.2% |
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