+3,733.8%
CELH vs AME
+445.1%
+3,288.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.0% | +0.1% |
| 7D | -11.2% | +1.7% | -13.0% | -12.2% |
| 30D | -1.4% | -6.4% | +5.0% | +2.6% |
| 3M | -4.2% | +7.1% | -11.2% | -8.7% |
| 6M | -40.5% | +8.2% | -48.6% | -44.1% |
| YTD | -40.5% | +18.2% | -58.7% | -47.5% |
| 1Y | -53.0% | +26.7% | -79.8% | -60.5% |
| 3Y | -59.1% | +60.7% | -119.8% | -71.7% |
| 5Y | -10.7% | +91.6% | -102.3% | -44.2% |
| All | +3,733.8% | +445.1% | +3,288.7% | +1,911.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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