-47.5%
COIN vs AAL
-44.0%
-3.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | -10.6% | -0.9% | -9.7% | -10.1% |
| 30D | +16.0% | -16.0% | +31.9% | +29.4% |
| 3M | +11.9% | -4.2% | +16.1% | +12.5% |
| 6M | -12.3% | +15.7% | -28.0% | -24.1% |
| YTD | -23.8% | -16.2% | -7.6% | -19.0% |
| 1Y | -45.4% | +0.2% | -45.6% | -49.0% |
| 3Y | +109.9% | -8.1% | +118.0% | +83.7% |
| 5Y | -30.6% | -32.2% | +1.6% | -25.3% |
| All | -47.5% | -44.0% | -3.5% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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