+288.5%
APH vs CELH
-45.1%
+333.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.2% | +5.0% | +7.9% |
| 7D | +1.1% | +10.8% | -9.7% | +0.1% |
| 30D | -7.5% | +16.1% | -23.6% | -8.8% |
| 3M | -4.4% | +19.5% | -24.0% | -6.3% |
| 6M | +26.5% | +2.8% | +23.7% | +25.2% |
| YTD | +20.0% | -27.4% | +47.5% | +23.2% |
| 1Y | +16.9% | -20.1% | +36.9% | +18.8% |
| 3Y | +288.5% | -42.9% | +331.4% | +302.9% |
| All | +288.5% | -45.1% | +333.6% | +302.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling