-46.6%
COIN vs AMT
-14.1%
-32.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.5% |
| 7D | -5.1% | +1.1% | -6.2% | -5.6% |
| 30D | +17.6% | +4.4% | +13.2% | +15.4% |
| 3M | +9.2% | -5.2% | +14.4% | +11.5% |
| 6M | -11.8% | -0.8% | -10.9% | -12.0% |
| YTD | -22.5% | +3.3% | -25.8% | -24.9% |
| 1Y | -45.9% | -6.0% | -39.9% | -45.2% |
| 3Y | +117.4% | +9.6% | +107.8% | +66.5% |
| 5Y | -29.4% | -29.2% | -0.2% | -17.0% |
| All | -46.6% | -14.1% | -32.5% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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