+268.9%
AMAT vs CELH
+3.8%
+265.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.6% | +7.6% | +4.7% |
| 7D | +7.0% | -3.8% | +10.8% | +7.7% |
| 30D | -12.2% | +6.4% | -18.7% | -13.6% |
| 3M | -3.8% | +5.6% | -9.4% | -6.6% |
| 6M | +45.9% | -31.1% | +77.1% | +53.9% |
| YTD | +84.6% | -35.4% | +120.0% | +96.5% |
| 1Y | +193.4% | -46.9% | +240.2% | +221.5% |
| 3Y | +228.1% | -56.0% | +284.1% | +249.8% |
| 5Y | +268.9% | +1.2% | +267.7% | +164.6% |
| All | +268.9% | +3.8% | +265.2% | +164.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling