+1,362.0%
AMAT vs CELH
+4,391.5%
-3,029.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.1% | -3.0% |
| 7D | +19.3% | +6.2% | +13.2% | +18.2% |
| 30D | -17.9% | +14.2% | -32.1% | -19.8% |
| 3M | -30.4% | +15.5% | -45.9% | -32.4% |
| 6M | -11.4% | +7.7% | -19.1% | -14.3% |
| YTD | +48.8% | -30.3% | +79.0% | +54.1% |
| 1Y | +66.0% | -29.0% | +95.0% | +71.2% |
| 3Y | +158.8% | -44.5% | +203.4% | +162.1% |
| 5Y | +153.2% | +14.8% | +138.4% | +111.3% |
| All | +1,362.0% | +4,391.5% | -3,029.5% | +632.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling