+136.3%
AMD vs CELH
-35.3%
+171.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.0% | +7.7% | +4.4% |
| 7D | +2.6% | -7.0% | +9.6% | +2.0% |
| 30D | -0.9% | +5.2% | -6.1% | 0.0% |
| 3M | -8.7% | +10.5% | -19.2% | -7.4% |
| 6M | +136.3% | -32.7% | +169.1% | +153.8% |
| All | +136.3% | -35.3% | +171.6% | +153.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling