-58.5%
COIN vs AMBA
-39.1%
-19.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +1.5% |
| 7D | -10.1% | +2.6% | -12.6% | -11.2% |
| 30D | -24.5% | -3.6% | -20.9% | -23.2% |
| 3M | -8.3% | -24.6% | +16.3% | +3.0% |
| 6M | -37.1% | -21.6% | -15.5% | -37.6% |
| YTD | -39.7% | -11.8% | -28.0% | -45.1% |
| 1Y | -55.2% | -33.2% | -22.0% | -53.5% |
| 3Y | +46.7% | +24.5% | +22.2% | -2.5% |
| 5Y | -59.5% | -67.7% | +8.2% | -56.9% |
| All | -58.5% | -39.1% | -19.4% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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