+3,650.7%
CELH vs AMT
+103.9%
+3,546.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.0% |
| 7D | -15.8% | -2.7% | -13.1% | -14.6% |
| 30D | -5.2% | +2.0% | -7.2% | -6.0% |
| 3M | -6.1% | -9.3% | +3.1% | -2.2% |
| 6M | -40.9% | -5.2% | -35.6% | -39.9% |
| YTD | -41.8% | +0.5% | -42.2% | -42.7% |
| 1Y | -52.6% | -7.3% | -45.4% | -51.6% |
| 3Y | -60.4% | +6.2% | -66.6% | -64.2% |
| 5Y | -12.6% | -31.2% | +18.5% | -0.3% |
| All | +3,650.7% | +103.9% | +3,546.8% | +3,199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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