+84.0%
APLD vs CELH
-50.1%
+134.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +2.4% |
| 7D | +4.1% | -7.0% | +11.1% | +5.7% |
| 30D | -11.7% | +5.2% | -16.9% | -13.5% |
| 3M | -40.3% | +10.5% | -50.8% | -42.7% |
| 6M | -8.0% | -32.7% | +24.8% | +1.5% |
| YTD | +7.5% | -33.0% | +40.5% | +20.0% |
| 1Y | +84.0% | -49.5% | +133.6% | +108.7% |
| All | +84.0% | -50.1% | +134.1% | +108.7% |
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