+51.1%
AMZN vs COIN
-54.8%
+105.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | -2.7% | -10.6% | +7.9% | -0.7% |
| 30D | -7.5% | +16.0% | -23.4% | -10.6% |
| 3M | +5.8% | +11.9% | -6.1% | +2.1% |
| 6M | +17.5% | -12.3% | +29.9% | +17.7% |
| YTD | +9.1% | -23.8% | +32.9% | +10.8% |
| 1Y | +9.4% | -45.4% | +54.7% | +17.7% |
| 3Y | +82.2% | +109.9% | -27.6% | +31.5% |
| 5Y | +45.2% | -30.6% | +75.8% | +9.9% |
| All | +51.1% | -54.8% | +105.9% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling