+944.2%
APH vs CELH
+4,735.1%
-3,790.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +0.4% | +7.4% | -7.1% | -0.3% |
| 30D | -8.0% | +16.4% | -24.4% | -9.4% |
| 3M | -5.0% | +17.6% | -22.6% | -6.9% |
| 6M | +29.9% | +7.8% | +22.1% | +27.6% |
| YTD | +18.0% | -27.8% | +45.7% | +20.6% |
| 1Y | +11.3% | -24.4% | +35.8% | +13.2% |
| 3Y | +274.9% | -42.5% | +317.5% | +277.4% |
| 5Y | +300.6% | +1.4% | +299.2% | +261.4% |
| 10Y | +944.2% | +4,553.5% | -3,609.3% | +564.1% |
| All | +944.2% | +4,735.1% | -3,790.9% | +564.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling