-47.5%
COIN vs ADM
+74.6%
-122.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -10.6% | +3.0% | -13.6% | -11.1% |
| 30D | +16.0% | +8.7% | +7.2% | +13.9% |
| 3M | +11.9% | +7.6% | +4.3% | +10.0% |
| 6M | -12.3% | +26.9% | -39.2% | -17.3% |
| YTD | -23.8% | +54.3% | -78.1% | -31.8% |
| 1Y | -45.4% | +45.7% | -91.0% | -50.5% |
| 3Y | +109.9% | +21.9% | +88.0% | +95.5% |
| 5Y | -30.6% | +67.2% | -97.8% | -33.8% |
| All | -47.5% | +74.6% | -122.1% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling