+117.4%
COIN vs ABT
+7.7%
+109.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | -5.1% | -5.9% | +0.8% | -4.7% |
| 30D | +17.6% | -8.1% | +25.7% | +18.3% |
| 3M | +9.2% | +14.5% | -5.3% | +7.6% |
| 6M | -11.8% | -6.3% | -5.5% | -9.9% |
| YTD | -22.5% | -17.1% | -5.4% | -19.7% |
| 1Y | -45.9% | -21.4% | -24.5% | -43.6% |
| 3Y | +117.4% | +5.9% | +111.5% | +115.9% |
| All | +117.4% | +7.7% | +109.7% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 3y: compounded portfolio wealth divided by compounded ABT 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…
3y analysis · Full analysis span regression · 6 months rolling