+1,062.4%
APH vs CELH
+3,867.5%
-2,805.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.2% |
| 7D | +1.6% | -11.7% | +13.3% | +2.9% |
| 30D | -3.0% | +1.6% | -4.6% | -3.3% |
| 3M | +5.7% | -2.0% | +7.7% | +5.1% |
| 6M | +20.0% | -36.2% | +56.2% | +24.5% |
| YTD | +20.8% | -39.6% | +60.4% | +25.9% |
| 1Y | +40.2% | -50.7% | +90.9% | +48.2% |
| 3Y | +288.1% | -58.9% | +347.0% | +304.1% |
| 5Y | +352.5% | -5.4% | +357.9% | +312.1% |
| 10Y | +1,062.4% | +3,848.6% | -2,786.1% | +668.4% |
| All | +1,062.4% | +3,867.5% | -2,805.0% | +668.4% |
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