+121.7%
CELH vs AME
+1,796.8%
-1,675.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -3.8% | +2.8% | -6.6% | -4.9% |
| 30D | +6.4% | -6.3% | +12.7% | +9.3% |
| 3M | +5.6% | +5.4% | +0.2% | +2.8% |
| 6M | -31.1% | +7.4% | -38.6% | -33.7% |
| YTD | -35.4% | +16.2% | -51.5% | -40.0% |
| 1Y | -46.9% | +26.8% | -73.7% | -52.6% |
| 3Y | -56.0% | +57.5% | -113.5% | -64.8% |
| 5Y | +1.2% | +84.8% | -83.6% | -23.0% |
| 10Y | +4,043.9% | +424.3% | +3,619.6% | +2,179.3% |
| All | +121.7% | +1,796.8% | -1,675.1% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling