+8,732.1%
AMD vs CELH
+3,867.5%
+4,864.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.5% | +9.5% | +4.2% |
| 7D | +14.0% | -11.7% | +25.7% | +16.3% |
| 30D | +11.0% | +1.6% | +9.4% | +10.1% |
| 3M | +9.6% | -2.0% | +11.5% | +8.0% |
| 6M | +157.1% | -36.2% | +193.3% | +172.1% |
| YTD | +143.3% | -39.6% | +182.9% | +159.3% |
| 1Y | +234.4% | -50.7% | +285.1% | +268.1% |
| 3Y | +391.2% | -58.9% | +450.1% | +430.9% |
| 5Y | +390.9% | -5.4% | +396.3% | +330.2% |
| 10Y | +8,732.1% | +3,848.6% | +4,883.5% | +5,189.6% |
| All | +8,732.1% | +3,867.5% | +4,864.7% | +5,189.6% |
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 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