+443.7%
APLD vs CELH
+80.6%
+363.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +2.7% |
| 7D | +4.1% | -7.0% | +11.1% | +6.5% |
| 30D | -11.7% | +5.2% | -16.9% | -14.5% |
| 3M | -40.3% | +10.5% | -50.8% | -43.7% |
| 6M | -8.0% | -32.7% | +24.8% | +1.9% |
| YTD | +7.5% | -33.0% | +40.5% | +19.0% |
| 1Y | +84.0% | -49.5% | +133.6% | +118.9% |
| 3Y | +356.2% | -52.6% | +408.9% | +411.5% |
| All | +443.7% | +80.6% | +363.1% | +241.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling