-45.5%
COIN vs AMT
-15.1%
-30.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +1.2% | -0.2% | +1.4% | +1.4% |
| 30D | +16.5% | +1.8% | +14.6% | +15.6% |
| 3M | +10.4% | -6.2% | +16.6% | +13.2% |
| 6M | -9.3% | -5.0% | -4.3% | -7.8% |
| YTD | -20.9% | +2.1% | -22.9% | -22.9% |
| 1Y | -40.8% | -5.7% | -35.0% | -40.2% |
| 3Y | +118.0% | +7.9% | +110.1% | +68.5% |
| 5Y | -30.7% | -32.3% | +1.6% | -16.0% |
| All | -45.5% | -15.1% | -30.4% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling