+1,952.8%
CELH vs AVTR
+3.6%
+1,949.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -4.3% |
| 7D | -3.8% | +7.4% | -11.2% | -6.4% |
| 30D | +6.4% | +12.2% | -5.8% | +1.7% |
| 3M | +5.6% | +57.4% | -51.8% | -12.6% |
| 6M | -31.1% | +86.7% | -117.8% | -47.3% |
| YTD | -35.4% | +33.1% | -68.4% | -43.7% |
| 1Y | -46.9% | +16.1% | -63.0% | -52.5% |
| 3Y | -56.0% | -24.6% | -31.4% | -55.0% |
| 5Y | +1.2% | -63.5% | +64.7% | +43.7% |
| All | +1,952.8% | +3.6% | +1,949.2% | +1,797.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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