+287.1%
COIN vs BAM
+66.2%
+220.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.1% | -6.6% | +1.5% | +2.1% |
| 30D | +17.6% | -12.4% | +30.0% | +35.6% |
| 3M | +9.2% | +2.4% | +6.9% | +5.4% |
| 6M | -11.8% | +7.9% | -19.7% | -19.7% |
| YTD | -22.5% | -7.0% | -15.5% | -17.5% |
| 1Y | -45.9% | -13.4% | -32.5% | -37.6% |
| 3Y | +117.4% | +46.9% | +70.5% | +46.7% |
| All | +287.1% | +66.2% | +220.9% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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