+376.3%
AMD vs CELH
+3.8%
+372.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.6% | +9.5% | +6.8% |
| 7D | +10.0% | -3.8% | +13.8% | +11.0% |
| 30D | +4.6% | +6.4% | -1.8% | +2.4% |
| 3M | +3.1% | +5.6% | -2.4% | -1.0% |
| 6M | +162.8% | -31.1% | +193.9% | +180.9% |
| YTD | +136.2% | -35.4% | +171.5% | +155.5% |
| 1Y | +234.0% | -46.9% | +280.9% | +278.8% |
| 3Y | +376.7% | -56.0% | +432.7% | +429.0% |
| 5Y | +376.3% | +1.2% | +375.1% | +215.6% |
| All | +376.3% | +3.8% | +372.6% | +215.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling