-47.5%
COIN vs AEM
+266.2%
-313.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.4% |
| 7D | -10.6% | -5.0% | -5.6% | -8.9% |
| 30D | +16.0% | +8.5% | +7.5% | +13.2% |
| 3M | +11.9% | +29.3% | -17.4% | +2.8% |
| 6M | -12.3% | -12.9% | +0.6% | -8.9% |
| YTD | -23.8% | +16.8% | -40.6% | -28.2% |
| 1Y | -45.4% | +29.8% | -75.2% | -50.4% |
| 3Y | +109.9% | +336.7% | -226.9% | +20.5% |
| 5Y | -30.6% | +299.9% | -330.6% | -60.7% |
| All | -47.5% | +266.2% | -313.7% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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