+3,733.8%
CELH vs AMP
+589.3%
+3,144.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.8% |
| 7D | -11.2% | -0.5% | -10.7% | -10.9% |
| 30D | -1.4% | -1.3% | -0.1% | -0.7% |
| 3M | -4.2% | +24.2% | -28.4% | -14.1% |
| 6M | -40.5% | +24.6% | -65.0% | -47.1% |
| YTD | -40.5% | +14.8% | -55.3% | -45.3% |
| 1Y | -53.0% | +12.8% | -65.8% | -56.4% |
| 3Y | -59.1% | +69.0% | -128.0% | -70.3% |
| 5Y | -10.7% | +124.9% | -135.6% | -43.2% |
| All | +3,733.8% | +589.3% | +3,144.5% | +1,656.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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