-64.4%
CELH vs AMDL
+145.7%
-210.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +11.9% | -15.4% | -4.3% |
| 7D | +6.2% | +103.5% | -97.4% | +0.3% |
| 30D | +14.2% | -18.3% | +32.5% | +13.8% |
| 3M | +15.5% | +20.1% | -4.6% | +10.5% |
| 6M | +7.7% | +15.9% | -8.2% | -0.8% |
| YTD | -30.3% | +303.0% | -333.3% | -48.4% |
| 1Y | -29.0% | +164.0% | -193.0% | -44.4% |
| All | -64.4% | +145.7% | -210.1% | -77.6% |
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