-46.6%
COIN vs ABNB
-5.2%
-41.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +0.5% |
| 7D | -5.1% | -6.5% | +1.4% | +0.3% |
| 30D | +17.6% | -5.5% | +23.1% | +22.6% |
| 3M | +9.2% | +30.0% | -20.8% | -14.6% |
| 6M | -11.8% | +27.6% | -39.4% | -30.0% |
| YTD | -22.5% | +25.4% | -47.9% | -37.3% |
| 1Y | -45.9% | +38.3% | -84.2% | -59.9% |
| 3Y | +117.4% | +15.5% | +101.9% | +77.9% |
| 5Y | -29.4% | +3.0% | -32.4% | -41.6% |
| All | -46.6% | -5.2% | -41.4% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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