+672.9%
AMGN vs CELH
+245.5%
+427.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.4% |
| 7D | -11.6% | -11.7% | 0.0% | -11.5% |
| 30D | -5.7% | +1.6% | -7.2% | -5.7% |
| 3M | +14.2% | -2.0% | +16.2% | +14.2% |
| 6M | +5.2% | -36.2% | +41.4% | +5.7% |
| YTD | +22.0% | -39.6% | +61.6% | +22.6% |
| 1Y | +43.6% | -50.7% | +94.3% | +44.6% |
| 3Y | +65.0% | -58.9% | +123.9% | +65.7% |
| 5Y | +112.0% | -5.4% | +117.4% | +109.8% |
| 10Y | +216.6% | +3,848.6% | -3,632.0% | +199.3% |
| All | +672.9% | +245.5% | +427.4% | +571.7% |
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