-39.8%
COIN vs ADI
+50.9%
-90.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.6% | -5.8% | -4.8% |
| 7D | +3.4% | +0.4% | +2.9% | +3.2% |
| 30D | +23.2% | -3.8% | +27.0% | +25.1% |
| 3M | +12.5% | -15.3% | +27.8% | +18.7% |
| 6M | -11.6% | +6.7% | -18.3% | -18.6% |
| YTD | -18.4% | +34.8% | -53.1% | -35.3% |
| 1Y | -39.8% | +49.0% | -88.8% | -56.3% |
| All | -39.8% | +50.9% | -90.7% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 1y: compounded portfolio wealth divided by compounded ADI 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…
1y analysis · Full analysis span regression · 6 months rolling