-5.4%
CELH vs AMT
-32.2%
+26.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.4% |
| 7D | -11.7% | +1.5% | -13.1% | -12.2% |
| 30D | +1.6% | +3.7% | -2.2% | -0.1% |
| 3M | -2.0% | -7.2% | +5.2% | +1.1% |
| 6M | -36.2% | -4.2% | -32.0% | -35.5% |
| YTD | -39.6% | +1.9% | -41.5% | -41.0% |
| 1Y | -50.7% | -6.4% | -44.3% | -49.8% |
| 3Y | -58.9% | +7.7% | -66.6% | -64.3% |
| 5Y | -5.4% | -30.9% | +25.5% | +19.2% |
| All | -5.4% | -32.2% | +26.8% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling