+330.2%
APLD vs WELL
+204.6%
+125.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.3% |
| 7D | +19.6% | +0.1% | +19.5% | +19.6% |
| 30D | -24.5% | +6.8% | -31.3% | -25.1% |
| 3M | -45.6% | +6.7% | -52.3% | -46.0% |
| 6M | -61.4% | +13.8% | -75.2% | -62.7% |
| YTD | -30.9% | +33.8% | -64.7% | -37.2% |
| 1Y | -35.8% | +29.6% | -65.4% | -41.2% |
| All | +330.2% | +204.6% | +125.6% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling