+25,671.1%
CELH vs AMCR
+96.6%
+25,574.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.5% |
| 7D | -15.8% | -5.0% | -10.8% | -13.8% |
| 30D | -5.2% | -8.0% | +2.8% | -1.5% |
| 3M | -6.1% | +14.3% | -20.4% | -11.1% |
| 6M | -40.9% | +5.3% | -46.2% | -42.4% |
| YTD | -41.8% | +7.7% | -49.5% | -44.2% |
| 1Y | -52.6% | +10.8% | -63.5% | -55.4% |
| 3Y | -60.4% | +9.6% | -70.0% | -63.2% |
| 5Y | -12.6% | -10.2% | -2.4% | -9.7% |
| 10Y | +3,704.3% | +16.5% | +3,687.8% | +3,315.7% |
| All | +25,671.1% | +96.6% | +25,574.4% | +21,462.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling