-46.6%
COIN vs ADSK
-28.5%
-18.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.4% |
| 7D | -5.1% | -2.5% | -2.6% | -2.7% |
| 30D | +17.6% | -14.9% | +32.5% | +36.8% |
| 3M | +9.2% | +3.3% | +5.9% | +1.9% |
| 6M | -11.8% | -15.7% | +3.9% | -1.3% |
| YTD | -22.5% | -28.2% | +5.7% | +2.2% |
| 1Y | -45.9% | -34.5% | -11.3% | -20.8% |
| 3Y | +117.4% | -2.9% | +120.3% | +99.7% |
| 5Y | -29.4% | -25.3% | -4.1% | -23.6% |
| All | -46.6% | -28.5% | -18.1% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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