+955.2%
APH vs WELL
+459.5%
+495.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -5.0% | +3.0% | -8.1% | -5.9% |
| 30D | -8.4% | +10.2% | -18.6% | -11.3% |
| 3M | -4.5% | +6.1% | -10.6% | -6.5% |
| 6M | +25.3% | +16.6% | +8.7% | +18.3% |
| YTD | +18.9% | +35.3% | -16.4% | +7.0% |
| 1Y | +11.9% | +31.5% | -19.5% | +1.5% |
| 3Y | +278.0% | +206.5% | +71.5% | +157.0% |
| 5Y | +306.4% | +222.0% | +84.5% | +168.3% |
| 10Y | +955.2% | +473.8% | +481.4% | +464.1% |
| All | +955.2% | +459.5% | +495.7% | +464.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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