+1,707.5%
AMAT vs CELH
+3,867.5%
-2,160.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | +0.2% |
| 7D | +6.9% | -11.7% | +18.6% | +9.0% |
| 30D | -10.1% | +1.6% | -11.7% | -10.7% |
| 3M | -6.0% | -2.0% | -4.0% | -7.1% |
| 6M | +38.6% | -36.2% | +74.8% | +46.4% |
| YTD | +83.1% | -39.6% | +122.7% | +94.5% |
| 1Y | +188.3% | -50.7% | +239.0% | +214.2% |
| 3Y | +225.3% | -58.9% | +284.2% | +246.0% |
| 5Y | +262.0% | -5.4% | +267.3% | +211.0% |
| 10Y | +1,707.5% | +3,848.6% | -2,141.1% | +844.7% |
| All | +1,707.5% | +3,867.5% | -2,160.0% | +844.7% |
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 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