-27.8%
COIN vs ABT
-13.3%
-14.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.5% |
| 7D | -5.1% | -5.9% | +0.8% | -1.7% |
| 30D | +17.6% | -8.1% | +25.7% | +23.3% |
| 3M | +9.2% | +14.5% | -5.3% | -1.4% |
| 6M | -11.8% | -6.3% | -5.5% | -8.5% |
| YTD | -22.5% | -17.1% | -5.4% | -12.7% |
| 1Y | -45.9% | -21.4% | -24.5% | -36.9% |
| 3Y | +117.4% | +5.9% | +111.5% | +71.3% |
| All | -27.8% | -13.3% | -14.5% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling