-53.0%
CELH vs AFRM
-16.1%
-36.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +1.0% |
| 7D | -11.2% | -1.3% | -10.0% | -10.9% |
| 30D | -1.4% | -2.7% | +1.2% | -0.9% |
| 3M | -4.2% | +7.4% | -11.6% | -5.1% |
| 6M | -40.5% | +40.7% | -81.1% | -44.6% |
| YTD | -40.5% | -4.0% | -36.5% | -40.7% |
| 1Y | -53.0% | -12.2% | -40.8% | -51.9% |
| All | -53.0% | -16.1% | -36.9% | -51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling