-26.9%
COIN vs AMDL
+126.1%
-152.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.1% | +0.6% |
| 7D | -5.1% | +15.9% | -21.0% | -8.5% |
| 30D | +17.6% | +10.5% | +7.1% | +13.7% |
| 3M | +9.2% | -4.7% | +14.0% | +3.1% |
| 6M | -11.8% | +355.2% | -366.9% | -50.5% |
| YTD | -22.5% | +270.9% | -293.4% | -55.9% |
| 1Y | -45.9% | +499.5% | -545.4% | -75.1% |
| All | -26.9% | +126.1% | -152.9% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling