+396.9%
APP vs COIN
-49.8%
+446.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.4% |
| 7D | +1.1% | -5.1% | +6.1% | +3.0% |
| 30D | +6.6% | +17.6% | -10.9% | -1.0% |
| 3M | -32.3% | +9.2% | -41.6% | -35.5% |
| 6M | -29.8% | -11.8% | -18.0% | -28.4% |
| YTD | -51.9% | -22.5% | -29.4% | -49.0% |
| 1Y | -43.3% | -45.9% | +2.6% | -32.5% |
| 3Y | +664.1% | +117.4% | +546.7% | +366.0% |
| 5Y | +318.7% | -29.4% | +348.1% | +206.3% |
| All | +396.9% | -49.8% | +446.6% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 COIN 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