+446.5%
APLD vs CELH
-56.7%
+503.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.6% | +10.9% | +8.4% |
| 7D | +16.6% | -3.8% | +20.3% | +17.7% |
| 30D | -3.1% | +6.4% | -9.6% | -5.5% |
| 3M | -30.9% | +5.6% | -36.4% | -33.6% |
| 6M | +12.6% | -31.1% | +43.7% | +22.9% |
| YTD | +15.5% | -35.4% | +50.8% | +28.5% |
| 1Y | +103.5% | -46.9% | +150.4% | +135.4% |
| 3Y | +446.5% | -56.0% | +502.5% | +526.7% |
| All | +446.5% | -56.7% | +503.3% | +526.7% |
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 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