+48.5%
AMZN vs COIN
-28.9%
+77.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.6% |
| 7D | -0.7% | -5.1% | +4.4% | +0.3% |
| 30D | -3.9% | +17.6% | -21.5% | -7.5% |
| 3M | +6.3% | +9.2% | -2.9% | +3.0% |
| 6M | +20.8% | -11.8% | +32.5% | +20.8% |
| YTD | +11.2% | -22.5% | +33.7% | +12.7% |
| 1Y | +11.7% | -45.9% | +57.6% | +20.7% |
| 3Y | +79.4% | +117.4% | -37.9% | +25.9% |
| All | +48.5% | -28.9% | +77.5% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 COIN 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