+444.7%
APLD vs CELH
+60.3%
+384.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.8% |
| 7D | +0.2% | -11.2% | +11.4% | +4.0% |
| 30D | -15.2% | -1.4% | -13.7% | -15.3% |
| 3M | -36.3% | -4.2% | -32.1% | -37.1% |
| 6M | -7.4% | -40.5% | +33.1% | +6.6% |
| YTD | +7.7% | -40.5% | +48.2% | +23.7% |
| 1Y | +53.8% | -53.0% | +106.8% | +86.8% |
| 3Y | +407.1% | -59.1% | +466.2% | +497.0% |
| All | +444.7% | +60.3% | +384.4% | +255.5% |
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