+301.8%
AMD vs CELH
-46.3%
+348.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +7.1% | +4.0% | +10.0% |
| 7D | -11.0% | +10.4% | -21.5% | -12.2% |
| 30D | -30.5% | +19.5% | -49.9% | -32.3% |
| 3M | -8.2% | +35.3% | -43.5% | -13.3% |
| 6M | +6.6% | -2.0% | +8.5% | +5.0% |
| YTD | +109.7% | -29.7% | +139.4% | +119.9% |
| 1Y | +88.9% | -28.6% | +117.5% | +97.2% |
| 3Y | +301.8% | -45.5% | +347.3% | +338.7% |
| All | +301.8% | -46.3% | +348.1% | +338.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling