-46.8%
COIN vs ABCL
-60.8%
+14.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.1% | -1.0% |
| 7D | -0.1% | -2.7% | +2.6% | +1.0% |
| 30D | +17.5% | +18.3% | -0.8% | +9.3% |
| 3M | +12.4% | +108.5% | -96.1% | -22.4% |
| 6M | -12.5% | +213.9% | -226.5% | -50.8% |
| YTD | -22.7% | +223.1% | -245.8% | -58.0% |
| 1Y | -45.2% | +160.6% | -205.8% | -68.2% |
| 3Y | +112.8% | +104.3% | +8.6% | +23.1% |
| 5Y | -31.9% | -40.0% | +8.2% | -47.1% |
| All | -46.8% | -60.8% | +14.1% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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