+883.4%
APH vs WELL
+423.1%
+460.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | -5.9% | +4.4% | -10.4% | -7.2% |
| 30D | -14.8% | +10.8% | -25.6% | -17.6% |
| 3M | -12.4% | +4.2% | -16.6% | -13.8% |
| 6M | +8.1% | +14.0% | -5.9% | +2.8% |
| YTD | +10.9% | +33.4% | -22.5% | +0.2% |
| 1Y | +8.8% | +32.4% | -23.6% | -1.6% |
| 3Y | +262.1% | +194.7% | +67.3% | +149.4% |
| 5Y | +283.1% | +226.5% | +56.7% | +151.9% |
| All | +883.4% | +423.1% | +460.3% | +435.5% |
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