-50.7%
COIN vs AMGN
+64.6%
-115.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.4% | +3.2% |
| 7D | -6.7% | +5.9% | -12.6% | -8.1% |
| 30D | -19.5% | +18.7% | -38.2% | -23.2% |
| 3M | +0.5% | +23.4% | -22.9% | -5.2% |
| 6M | -25.4% | +49.7% | -75.1% | -32.2% |
| YTD | -33.0% | +49.2% | -82.2% | -37.8% |
| 1Y | -50.7% | +65.7% | -116.4% | -57.3% |
| All | -50.7% | +64.6% | -115.3% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 1y: compounded portfolio wealth divided by compounded AMGN 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…
1y analysis · Full analysis span regression · 6 months rolling