+195.5%
AMGN vs CELH
+3,788.6%
-3,593.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.6% | -1.5% |
| 7D | -13.7% | -11.2% | -2.5% | -13.2% |
| 30D | -8.8% | -1.4% | -7.4% | -8.7% |
| 3M | +7.2% | -4.2% | +11.4% | +7.2% |
| 6M | +1.3% | -40.5% | +41.7% | +3.5% |
| YTD | +17.6% | -40.5% | +58.1% | +20.1% |
| 1Y | +37.2% | -53.0% | +90.2% | +41.3% |
| 3Y | +57.7% | -59.1% | +116.8% | +60.5% |
| 5Y | +106.3% | -10.7% | +117.0% | +96.7% |
| All | +195.5% | +3,788.6% | -3,593.0% | +103.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling