-47.5%
COIN vs AME
+83.1%
-130.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.5% |
| 7D | -10.6% | 0.0% | -10.6% | -10.7% |
| 30D | +16.0% | -8.6% | +24.6% | +26.9% |
| 3M | +11.9% | +5.8% | +6.1% | +3.5% |
| 6M | -12.3% | +3.8% | -16.2% | -18.6% |
| YTD | -23.8% | +14.4% | -38.3% | -37.7% |
| 1Y | -45.4% | +25.8% | -71.1% | -60.7% |
| 3Y | +109.9% | +55.2% | +54.7% | +11.8% |
| 5Y | -30.6% | +85.5% | -116.2% | -71.7% |
| All | -47.5% | +83.1% | -130.6% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling