+195.2%
AMD vs CELH
-50.1%
+245.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.0% | +7.7% | +5.0% |
| 7D | +2.6% | -7.0% | +9.6% | +3.4% |
| 30D | -0.9% | +5.2% | -6.1% | -1.9% |
| 3M | -8.7% | +10.5% | -19.2% | -11.2% |
| 6M | +136.3% | -32.7% | +169.1% | +163.1% |
| YTD | +123.0% | -33.0% | +156.0% | +145.6% |
| 1Y | +195.2% | -49.5% | +244.7% | +268.0% |
| All | +195.2% | -50.1% | +245.3% | +268.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling