+214.0%
AMAT vs CELH
-53.9%
+267.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.3% | +4.7% |
| 7D | -1.5% | -7.0% | +5.5% | -0.6% |
| 30D | -14.8% | +5.2% | -20.0% | -15.9% |
| 3M | -9.3% | +10.5% | -19.8% | -11.5% |
| 6M | +27.4% | -32.7% | +60.1% | +33.6% |
| YTD | +77.6% | -33.0% | +110.5% | +85.7% |
| 1Y | +188.9% | -49.5% | +238.5% | +212.4% |
| All | +214.0% | -53.9% | +267.9% | +231.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling