-27.8%
COIN vs AMCR
-12.3%
-15.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.8% |
| 7D | -5.1% | -6.3% | +1.2% | -1.0% |
| 30D | +17.6% | -7.8% | +25.4% | +23.9% |
| 3M | +9.2% | +7.5% | +1.7% | +3.5% |
| 6M | -11.8% | +2.7% | -14.5% | -14.4% |
| YTD | -22.5% | +6.0% | -28.5% | -28.3% |
| 1Y | -45.9% | +7.8% | -53.7% | -50.9% |
| 3Y | +117.4% | +5.8% | +111.6% | +82.0% |
| All | -27.8% | -12.3% | -15.5% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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