+443.7%
APLD vs WELL
+170.5%
+273.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.8% | +3.0% |
| 7D | +4.1% | -0.8% | +4.9% | +4.4% |
| 30D | -11.7% | -0.1% | -11.6% | -11.9% |
| 3M | -40.3% | +18.0% | -58.3% | -48.0% |
| 6M | -8.0% | +15.0% | -23.0% | -18.9% |
| YTD | +7.5% | +28.6% | -21.1% | -13.0% |
| 1Y | +84.0% | +42.9% | +41.1% | +35.2% |
| 3Y | +356.2% | +203.0% | +153.2% | +56.2% |
| All | +443.7% | +170.5% | +273.2% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling