+290.1%
APH vs CELH
-56.7%
+346.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.9% |
| 7D | +0.2% | -3.8% | +4.0% | +0.6% |
| 30D | -3.3% | +6.4% | -9.8% | -4.1% |
| 3M | +14.0% | +5.6% | +8.5% | +12.6% |
| 6M | +24.4% | -31.1% | +55.6% | +28.4% |
| YTD | +21.4% | -35.4% | +56.8% | +26.2% |
| 1Y | +48.9% | -46.9% | +95.8% | +56.6% |
| 3Y | +290.1% | -56.0% | +346.1% | +317.6% |
| All | +290.1% | -56.7% | +346.8% | +317.6% |
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