+459.6%
APLD vs CELH
+62.8%
+396.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.5% | +2.4% | -2.0% |
| 7D | +9.0% | -11.7% | +20.6% | +13.2% |
| 30D | -6.6% | +1.6% | -8.2% | -7.8% |
| 3M | -35.2% | -2.0% | -33.3% | -36.6% |
| 6M | +0.4% | -36.2% | +36.6% | +12.8% |
| YTD | +10.7% | -39.6% | +50.3% | +26.4% |
| 1Y | +78.6% | -50.7% | +129.2% | +113.3% |
| 3Y | +423.9% | -58.9% | +482.8% | +516.0% |
| All | +459.6% | +62.8% | +396.8% | +263.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling