-26.3%
APH vs CELH
-50.1%
+23.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -2.5% | -45.3% | -47.5% |
| 7D | -48.7% | -7.1% | -41.6% | -48.1% |
| 30D | -51.9% | +5.2% | -57.1% | -52.1% |
| 3M | -43.6% | +10.5% | -54.0% | -44.4% |
| 6M | -37.5% | -32.7% | -4.8% | -33.8% |
| YTD | -38.6% | -33.0% | -5.7% | -34.4% |
| 1Y | -26.3% | -49.5% | +23.2% | -20.1% |
| All | -26.3% | -50.1% | +23.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 1y: compounded portfolio wealth divided by compounded CELH 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…
1y analysis · Full analysis span regression · 6 months rolling