-8.2%
AMD vs CELH
+23.8%
-32.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +7.1% | +4.0% | +11.7% |
| 7D | -11.0% | +10.4% | -21.5% | -9.7% |
| 30D | -30.5% | +19.5% | -49.9% | -28.1% |
| 3M | -8.2% | +35.3% | -43.5% | -5.1% |
| All | -8.2% | +23.8% | -32.0% | -5.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling