-46.8%
COIN vs AA
+67.1%
-113.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.4% |
| 7D | -0.1% | -0.6% | +0.5% | +0.1% |
| 30D | +17.5% | -1.6% | +19.1% | +18.1% |
| 3M | +12.4% | -29.8% | +42.2% | +30.7% |
| 6M | -12.5% | -16.6% | +4.1% | -8.9% |
| YTD | -22.7% | -4.0% | -18.7% | -25.6% |
| 1Y | -45.2% | +63.5% | -108.7% | -60.2% |
| 3Y | +112.8% | +86.8% | +26.1% | +37.7% |
| 5Y | -31.9% | +12.4% | -44.2% | -44.8% |
| All | -46.8% | +67.1% | -113.9% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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