-6.1%
CELH vs AMP
+122.1%
-128.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.7% |
| 7D | -11.2% | -0.5% | -10.7% | -10.9% |
| 30D | -1.4% | -1.3% | -0.1% | -0.5% |
| 3M | -4.2% | +24.2% | -28.4% | -16.7% |
| 6M | -40.5% | +24.6% | -65.0% | -48.9% |
| YTD | -40.5% | +14.8% | -55.3% | -46.7% |
| 1Y | -53.0% | +12.8% | -65.8% | -57.4% |
| 3Y | -59.1% | +69.0% | -128.0% | -75.5% |
| All | -6.1% | +122.1% | -128.2% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling