+39.1%
CELH vs AFRM
-25.0%
+64.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.5% | -1.0% | -5.2% |
| 7D | -11.7% | -8.0% | -3.6% | -9.8% |
| 30D | +1.6% | -9.8% | +11.4% | +4.1% |
| 3M | -2.0% | +4.7% | -6.6% | -3.3% |
| 6M | -36.2% | +34.1% | -70.3% | -41.1% |
| YTD | -39.6% | -8.4% | -31.1% | -39.6% |
| 1Y | -50.7% | -22.9% | -27.8% | -49.1% |
| 3Y | -58.9% | +203.3% | -262.2% | -75.2% |
| 5Y | -5.4% | -26.0% | +20.6% | -34.2% |
| All | +39.1% | -25.0% | +64.2% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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