-40.4%
COIN vs ADVB
-96.8%
+56.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -23.6% | +21.3% | -1.9% |
| 7D | -5.3% | +27.8% | -33.1% | -5.8% |
| 30D | -26.2% | -50.8% | +24.6% | -25.7% |
| 3M | -17.1% | -70.5% | +53.5% | -16.3% |
| 6M | -36.7% | -46.7% | +10.0% | -40.2% |
| YTD | -43.6% | -56.7% | +13.1% | -47.6% |
| 1Y | -54.9% | -71.8% | +16.8% | -56.5% |
| All | -40.4% | -96.8% | +56.4% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling