-59.9%
CELH vs AME
+54.6%
-114.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.3% |
| 7D | -15.8% | 0.0% | -15.8% | -15.8% |
| 30D | -5.2% | -8.6% | +3.4% | -2.1% |
| 3M | -6.1% | +5.8% | -11.9% | -8.3% |
| 6M | -40.9% | +3.8% | -44.7% | -42.1% |
| YTD | -41.8% | +14.4% | -56.2% | -45.3% |
| 1Y | -52.6% | +25.8% | -78.4% | -57.2% |
| All | -59.9% | +54.6% | -114.5% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling