+930.0%
APH vs WELL
+463.2%
+466.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -5.4% | +5.7% | -11.1% | -7.2% |
| 3M | -5.5% | +4.6% | -10.1% | -7.0% |
| 6M | +25.9% | +11.9% | +14.1% | +20.5% |
| YTD | +16.4% | +33.6% | -17.2% | +5.1% |
| 1Y | +16.5% | +29.8% | -13.3% | +6.0% |
| 3Y | +270.9% | +202.2% | +68.7% | +153.1% |
| 5Y | +289.5% | +223.2% | +66.3% | +156.6% |
| All | +930.0% | +463.2% | +466.8% | +455.8% |
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