-46.8%
COIN vs ACM
+1.0%
-47.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | +0.2% |
| 7D | -0.1% | -3.7% | +3.5% | +3.1% |
| 30D | +17.5% | -12.7% | +30.2% | +29.5% |
| 3M | +12.4% | -9.8% | +22.2% | +18.9% |
| 6M | -12.5% | -31.4% | +18.8% | +18.2% |
| YTD | -22.7% | -32.1% | +9.3% | +3.4% |
| 1Y | -45.2% | -47.8% | +2.6% | -4.3% |
| 3Y | +112.8% | -22.1% | +134.9% | +143.4% |
| 5Y | -31.9% | +1.8% | -33.7% | -35.2% |
| All | -46.8% | +1.0% | -47.7% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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