-45.9%
COIN vs ADM
+45.4%
-91.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -5.1% | +2.5% | -7.6% | -4.4% |
| 30D | +17.6% | +9.5% | +8.1% | +20.6% |
| 3M | +9.2% | +10.6% | -1.4% | +12.3% |
| 6M | -11.8% | +24.0% | -35.8% | -6.4% |
| YTD | -22.5% | +54.0% | -76.5% | -16.5% |
| 1Y | -45.9% | +45.3% | -91.2% | -40.7% |
| All | -45.9% | +45.4% | -91.3% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling