-46.6%
COIN vs ADM
+74.2%
-120.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -5.1% | +2.5% | -7.6% | -5.5% |
| 30D | +17.6% | +9.5% | +8.1% | +15.4% |
| 3M | +9.2% | +10.6% | -1.4% | +6.8% |
| 6M | -11.8% | +24.0% | -35.8% | -16.3% |
| YTD | -22.5% | +54.0% | -76.5% | -30.6% |
| 1Y | -45.9% | +45.3% | -91.2% | -51.0% |
| 3Y | +117.4% | +21.8% | +95.6% | +102.5% |
| 5Y | -29.4% | +66.8% | -96.2% | -32.6% |
| All | -46.6% | +74.2% | -120.8% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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