+130.0%
CELH vs APD
+640.8%
-510.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.6% |
| 7D | -7.0% | -2.2% | -4.8% | -6.1% |
| 30D | +5.2% | +2.1% | +3.1% | +4.0% |
| 3M | +10.5% | +7.2% | +3.3% | +6.5% |
| 6M | -32.7% | +11.2% | -44.0% | -36.7% |
| YTD | -33.0% | +24.4% | -57.4% | -40.6% |
| 1Y | -49.5% | +6.7% | -56.2% | -52.8% |
| 3Y | -52.6% | +9.2% | -61.9% | -58.0% |
| 5Y | +5.2% | +27.4% | -22.1% | -13.1% |
| 10Y | +4,178.1% | +164.8% | +4,013.3% | +2,391.8% |
| All | +130.0% | +640.8% | -510.9% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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