+249.5%
APLD vs CELH
+87.8%
+161.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -4.2% |
| 7D | +19.6% | +6.2% | +13.5% | +17.6% |
| 30D | -24.5% | +14.2% | -38.6% | -27.7% |
| 3M | -45.6% | +15.5% | -61.0% | -48.6% |
| 6M | -61.4% | +7.7% | -69.1% | -63.5% |
| YTD | -30.9% | -30.3% | -0.6% | -24.8% |
| 1Y | -35.8% | -29.0% | -6.8% | -30.6% |
| 3Y | +261.4% | -44.5% | +305.9% | +283.3% |
| All | +249.5% | +87.8% | +161.6% | +116.0% |
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