+104.1%
CELH vs AMP
+1,345.2%
-1,241.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.0% |
| 7D | -11.2% | -0.5% | -10.7% | -11.0% |
| 30D | -1.4% | -1.3% | -0.1% | -0.9% |
| 3M | -4.2% | +24.2% | -28.4% | -11.0% |
| 6M | -40.5% | +24.6% | -65.0% | -45.0% |
| YTD | -40.5% | +14.8% | -55.3% | -43.7% |
| 1Y | -53.0% | +12.8% | -65.8% | -55.3% |
| 3Y | -59.1% | +69.0% | -128.0% | -66.5% |
| 5Y | -10.7% | +124.9% | -135.6% | -32.5% |
| 10Y | +3,788.6% | +583.5% | +3,205.1% | +2,000.4% |
| All | +104.1% | +1,345.2% | -1,241.0% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling