-12.6%
CELH vs AME
+82.6%
-95.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.0% |
| 7D | -15.8% | 0.0% | -15.8% | -15.8% |
| 30D | -5.2% | -8.6% | +3.4% | +1.1% |
| 3M | -6.1% | +5.8% | -11.9% | -10.7% |
| 6M | -40.9% | +3.8% | -44.7% | -43.5% |
| YTD | -41.8% | +14.4% | -56.2% | -49.0% |
| 1Y | -52.6% | +25.8% | -78.4% | -61.8% |
| 3Y | -60.4% | +55.2% | -115.6% | -76.1% |
| 5Y | -12.6% | +85.5% | -98.2% | -56.1% |
| All | -12.6% | +82.6% | -95.2% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling