-25.3%
COIN vs AMDL
+117.8%
-143.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +11.7% | -14.8% | -5.7% |
| 7D | +1.2% | +19.9% | -18.7% | -3.3% |
| 30D | +16.5% | +6.3% | +10.2% | +13.7% |
| 3M | +10.4% | -9.9% | +20.3% | +5.3% |
| 6M | -9.3% | +394.3% | -403.6% | -50.5% |
| YTD | -20.9% | +257.3% | -278.2% | -54.5% |
| 1Y | -40.8% | +508.5% | -549.3% | -73.0% |
| All | -25.3% | +117.8% | -143.1% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling