+951.3%
APH vs WELL
+451.0%
+500.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.0% | +7.2% | +7.9% |
| 7D | +1.1% | +3.5% | -2.4% | 0.0% |
| 30D | -7.5% | +9.7% | -17.2% | -10.3% |
| 3M | -4.4% | +4.8% | -9.2% | -6.1% |
| 6M | +26.5% | +16.1% | +10.4% | +19.6% |
| YTD | +20.0% | +34.7% | -14.7% | +8.1% |
| 1Y | +16.9% | +31.9% | -15.1% | +5.9% |
| 3Y | +288.5% | +209.9% | +78.6% | +163.2% |
| 5Y | +310.3% | +226.5% | +83.8% | +169.5% |
| 10Y | +951.3% | +455.3% | +496.0% | +462.1% |
| All | +951.3% | +451.0% | +500.3% | +462.1% |
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