-46.8%
COIN vs ADP
+55.4%
-102.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -1.4% |
| 7D | -0.1% | -5.7% | +5.5% | +5.5% |
| 30D | +17.5% | -3.1% | +20.6% | +21.3% |
| 3M | +12.4% | +15.6% | -3.2% | -4.0% |
| 6M | -12.5% | +20.8% | -33.4% | -30.3% |
| YTD | -22.7% | +4.7% | -27.5% | -27.9% |
| 1Y | -45.2% | -8.3% | -36.9% | -40.9% |
| 3Y | +112.8% | +13.6% | +99.3% | +75.9% |
| 5Y | -31.9% | +45.0% | -76.9% | -53.6% |
| All | -46.8% | +55.4% | -102.1% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling