+59.8%
APLD vs CELH
-50.1%
+109.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.4% | -2.7% |
| 7D | +9.0% | -11.7% | +20.6% | +11.8% |
| 30D | -6.6% | +1.6% | -8.2% | -7.6% |
| 3M | -35.2% | -2.0% | -33.3% | -36.2% |
| 6M | +0.4% | -36.2% | +36.6% | +11.1% |
| YTD | +10.7% | -39.6% | +50.3% | +25.8% |
| All | +59.8% | -50.1% | +109.9% | +100.8% |
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