+1,059.7%
APH vs WELL
+338.0%
+721.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +1.5% |
| 7D | +5.0% | -0.8% | +5.8% | +5.2% |
| 30D | -3.9% | -0.1% | -3.8% | -3.9% |
| 3M | +13.0% | +18.0% | -5.1% | +6.6% |
| 6M | +25.2% | +15.0% | +10.2% | +18.9% |
| YTD | +22.9% | +28.6% | -5.7% | +12.6% |
| 1Y | +47.8% | +42.9% | +4.9% | +30.7% |
| 3Y | +283.0% | +203.0% | +80.0% | +161.6% |
| 5Y | +349.7% | +206.9% | +142.8% | +201.7% |
| All | +1,059.7% | +338.0% | +721.7% | +573.8% |
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