-10.7%
AMAT vs CELH
+6.3%
-17.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.3% | +6.1% |
| 7D | +7.0% | +7.4% | -0.5% | +7.6% |
| 30D | -20.6% | +16.4% | -37.0% | -19.2% |
| 3M | -24.8% | +17.6% | -42.4% | -23.1% |
| 6M | -10.7% | +7.8% | -18.6% | -8.5% |
| All | -10.7% | +6.3% | -17.0% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling