+121.7%
CELH vs ADM
+339.2%
-217.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | +6.4% | +11.0% | -4.6% | +1.7% |
| 3M | +5.6% | +6.0% | -0.4% | +2.3% |
| 6M | -31.1% | +26.9% | -58.1% | -38.8% |
| YTD | -35.4% | +50.0% | -85.4% | -46.6% |
| 1Y | -46.9% | +39.6% | -86.5% | -55.1% |
| 3Y | -56.0% | +18.5% | -74.6% | -61.7% |
| 5Y | +1.2% | +62.6% | -61.3% | -25.1% |
| 10Y | +4,043.9% | +162.4% | +3,881.5% | +2,308.5% |
| All | +121.7% | +339.2% | -217.5% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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