-11.8%
COIN vs AMGN
+2.0%
-13.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.1% |
| 7D | -5.1% | -13.7% | +8.6% | -1.1% |
| 30D | +17.6% | -8.8% | +26.4% | +20.7% |
| 3M | +9.2% | +7.2% | +2.0% | +8.8% |
| 6M | -11.8% | +1.3% | -13.0% | -6.9% |
| All | -11.8% | +2.0% | -13.7% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling