-69.6%
CELH vs AMDL
+126.1%
-195.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +1.8% |
| 7D | -11.2% | +15.9% | -27.1% | -12.4% |
| 30D | -1.4% | +10.5% | -11.9% | -2.7% |
| 3M | -4.2% | -4.7% | +0.6% | -6.7% |
| 6M | -40.5% | +355.2% | -395.6% | -54.6% |
| YTD | -40.5% | +270.9% | -311.4% | -54.6% |
| 1Y | -53.0% | +499.5% | -552.5% | -66.9% |
| All | -69.6% | +126.1% | -195.7% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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