-46.6%
COIN vs ADP
+58.1%
-104.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +0.8% |
| 7D | -5.1% | -2.8% | -2.3% | -2.6% |
| 30D | +17.6% | +0.2% | +17.4% | +17.6% |
| 3M | +9.2% | +20.5% | -11.2% | -10.2% |
| 6M | -11.8% | +28.8% | -40.5% | -34.3% |
| YTD | -22.5% | +6.6% | -29.1% | -28.9% |
| 1Y | -45.9% | -6.9% | -39.0% | -42.4% |
| 3Y | +117.4% | +16.1% | +101.3% | +75.6% |
| 5Y | -29.4% | +49.3% | -78.8% | -52.8% |
| All | -46.6% | +58.1% | -104.8% | -64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling