+2,839.0%
AMD vs CELH
+310.0%
+2,529.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.0% | +12.7% | +14.7% |
| 7D | +6.5% | +9.4% | -2.9% | +6.2% |
| 30D | -15.3% | +14.8% | -30.0% | -15.7% |
| 3M | +9.7% | +20.5% | -10.8% | +8.9% |
| 6M | +13.2% | +1.6% | +11.6% | +12.7% |
| YTD | +140.6% | -28.3% | +168.9% | +142.1% |
| 1Y | +111.2% | -26.4% | +137.6% | +112.3% |
| 3Y | +334.4% | -43.0% | +377.4% | +336.9% |
| 5Y | +268.3% | +4.8% | +263.5% | +261.1% |
| 10Y | +8,077.9% | +4,820.0% | +3,257.9% | +7,419.7% |
| All | +2,839.0% | +310.0% | +2,529.0% | +2,467.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling