+142.7%
AMAT vs CELH
-46.3%
+188.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.1% | -2.8% | +3.4% |
| 7D | -14.7% | +10.4% | -25.1% | -15.7% |
| 30D | -36.1% | +19.5% | -55.6% | -37.5% |
| 3M | -36.9% | +35.3% | -72.2% | -39.6% |
| 6M | -22.2% | -2.0% | -20.2% | -23.1% |
| YTD | +29.9% | -29.7% | +59.6% | +35.0% |
| 1Y | +43.3% | -28.6% | +71.9% | +48.1% |
| 3Y | +142.7% | -45.5% | +188.1% | +152.6% |
| All | +142.7% | -46.3% | +188.9% | +152.6% |
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