+7,765.4%
AMD vs CELH
+4,466.2%
+3,299.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.7% | -10.4% | -9.0% |
| 7D | +18.9% | +0.8% | +18.1% | +18.7% |
| 30D | -6.4% | +19.3% | -25.8% | -9.4% |
| 3M | +10.6% | +12.6% | -2.1% | +7.5% |
| 6M | +19.9% | +16.4% | +3.5% | +14.0% |
| YTD | +149.4% | -29.1% | +178.5% | +157.7% |
| 1Y | +115.4% | -26.3% | +141.7% | +120.6% |
| 3Y | +357.3% | -40.1% | +397.4% | +362.3% |
| 5Y | +261.1% | +16.7% | +244.4% | +206.3% |
| All | +7,765.4% | +4,466.2% | +3,299.2% | +4,731.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling