+3,733.8%
CELH vs AMCR
+14.6%
+3,719.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +3.1% |
| 7D | -11.2% | -6.3% | -5.0% | -8.0% |
| 30D | -1.4% | -7.8% | +6.4% | +3.1% |
| 3M | -4.2% | +7.5% | -11.7% | -7.4% |
| 6M | -40.5% | +2.7% | -43.2% | -41.6% |
| YTD | -40.5% | +6.0% | -46.5% | -43.2% |
| 1Y | -53.0% | +7.8% | -60.8% | -55.9% |
| 3Y | -59.1% | +5.8% | -64.8% | -62.2% |
| 5Y | -10.7% | -11.6% | +0.9% | -6.7% |
| All | +3,733.8% | +14.6% | +3,719.2% | +3,133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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