-50.7%
COIN vs ADP
+20.3%
-71.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.6% | +3.6% |
| 7D | -6.7% | +6.4% | -13.0% | -8.0% |
| 30D | -19.5% | +16.6% | -36.1% | -23.1% |
| 3M | +0.5% | +12.9% | -12.4% | -2.7% |
| 6M | -25.4% | +45.7% | -71.0% | -33.9% |
| YTD | -33.0% | +20.6% | -53.7% | -36.3% |
| 1Y | -50.7% | +20.5% | -71.2% | -53.3% |
| All | -50.7% | +20.3% | -71.0% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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