+330.2%
APLD vs CELH
-44.6%
+374.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -4.4% |
| 7D | +19.6% | +6.2% | +13.5% | +17.9% |
| 30D | -24.5% | +14.2% | -38.6% | -27.2% |
| 3M | -45.6% | +15.5% | -61.0% | -48.1% |
| 6M | -61.4% | +7.7% | -69.1% | -63.2% |
| YTD | -30.9% | -30.3% | -0.6% | -25.2% |
| 1Y | -35.8% | -29.0% | -6.8% | -30.9% |
| All | +330.2% | -44.6% | +374.8% | +347.6% |
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