-56.0%
CELH vs AFRM
+221.8%
-277.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -3.8% | +3.1% | -6.8% | -4.2% |
| 30D | +6.4% | -4.2% | +10.7% | +7.1% |
| 3M | +5.6% | +10.1% | -4.5% | +4.1% |
| 6M | -31.1% | +39.4% | -70.5% | -34.5% |
| YTD | -35.4% | -3.2% | -32.2% | -35.9% |
| 1Y | -46.9% | -16.1% | -30.8% | -46.5% |
| 3Y | -56.0% | +220.8% | -276.8% | -67.4% |
| All | -56.0% | +221.8% | -277.8% | -67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling