+739.6%
AVGO vs COIN
-54.0%
+793.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | +1.1% | -5.1% | +6.2% | +2.0% |
| 30D | -13.0% | +17.6% | -30.6% | -15.7% |
| 3M | -6.0% | +9.2% | -15.2% | -8.3% |
| 6M | +6.4% | -11.8% | +18.1% | +6.9% |
| YTD | +5.0% | -22.5% | +27.5% | +6.6% |
| 1Y | +1.4% | -45.9% | +47.3% | +8.7% |
| 3Y | +336.8% | +117.4% | +219.4% | +261.3% |
| 5Y | +698.2% | -29.4% | +727.6% | +608.9% |
| All | +739.6% | -54.0% | +793.6% | +635.1% |
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