+190.1%
APLD vs WELL
+195.0%
-4.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.2% | +9.9% | +9.8% |
| 7D | -12.7% | +4.4% | -17.2% | -13.0% |
| 30D | -34.7% | +10.8% | -45.5% | -35.7% |
| 3M | -46.1% | +4.2% | -50.3% | -46.4% |
| 6M | -64.9% | +14.0% | -78.9% | -66.2% |
| YTD | -36.6% | +33.4% | -70.0% | -42.6% |
| 1Y | -50.0% | +32.4% | -82.4% | -54.7% |
| 3Y | +190.1% | +194.7% | -4.6% | +55.9% |
| All | +190.1% | +195.0% | -4.9% | +55.9% |
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