-65.8%
CELH vs AMDL
+95.0%
-160.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.2% | -12.2% | -3.8% |
| 7D | -7.0% | +4.5% | -11.6% | -7.4% |
| 30D | +5.2% | -4.4% | +9.6% | +5.1% |
| 3M | +10.5% | -30.5% | +41.0% | +10.4% |
| 6M | -32.7% | +300.9% | -333.6% | -48.2% |
| YTD | -33.0% | +219.9% | -252.9% | -48.2% |
| 1Y | -49.5% | +374.7% | -424.3% | -63.6% |
| All | -65.8% | +95.0% | -160.8% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling