+65.7%
AMGN vs CELH
-47.2%
+112.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.2% | +3.5% |
| 7D | +5.9% | +9.9% | -4.0% | +5.0% |
| 30D | +18.7% | +11.7% | +7.0% | +17.5% |
| 3M | +23.4% | +4.1% | +19.3% | +22.6% |
| 6M | +49.7% | -8.4% | +58.1% | +50.0% |
| YTD | +49.2% | -32.8% | +81.9% | +53.1% |
| 1Y | +65.7% | -48.4% | +114.1% | +73.0% |
| All | +65.7% | -47.2% | +112.9% | +73.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling