-46.6%
COIN vs AME
+89.0%
-135.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.5% | -1.7% |
| 7D | -5.1% | +1.7% | -6.8% | -6.8% |
| 30D | +17.6% | -6.4% | +24.0% | +25.5% |
| 3M | +9.2% | +7.1% | +2.2% | -0.2% |
| 6M | -11.8% | +8.2% | -19.9% | -21.6% |
| YTD | -22.5% | +18.2% | -40.7% | -38.7% |
| 1Y | -45.9% | +26.7% | -72.6% | -61.2% |
| 3Y | +117.4% | +60.7% | +56.7% | +11.4% |
| 5Y | -29.4% | +91.6% | -121.0% | -72.2% |
| All | -46.6% | +89.0% | -135.6% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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