+483.7%
APLD vs WELL
+171.8%
+311.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +6.9% | +7.1% |
| 7D | +16.6% | -1.3% | +17.9% | +17.4% |
| 30D | -3.1% | +0.5% | -3.6% | -3.6% |
| 3M | -30.9% | +19.1% | -49.9% | -39.8% |
| 6M | +12.6% | +17.0% | -4.4% | -1.9% |
| YTD | +15.5% | +29.2% | -13.7% | -6.8% |
| 1Y | +103.5% | +42.1% | +61.4% | +50.4% |
| 3Y | +446.5% | +204.5% | +242.0% | +86.7% |
| All | +483.7% | +171.8% | +311.9% | +217.2% |
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