-18.2%
COIN vs ADVB
-89.8%
+71.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.5% | +9.2% | +1.8% |
| 7D | -5.1% | -12.3% | +7.2% | -4.9% |
| 30D | +17.6% | +7.8% | +9.8% | +17.3% |
| 3M | +9.2% | +104.2% | -95.0% | +1.5% |
| 6M | -11.8% | +58.1% | -69.9% | -19.3% |
| YTD | -22.5% | +40.2% | -62.7% | -28.7% |
| 1Y | -45.9% | -16.1% | -29.8% | -48.7% |
| All | -18.2% | -89.8% | +71.6% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling