-13.8%
COIN vs ADVB
-88.3%
+74.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.2% |
| 7D | +3.4% | -3.8% | +7.1% | +3.4% |
| 30D | +23.2% | +17.6% | +5.6% | +22.6% |
| 3M | +12.5% | +119.1% | -106.6% | +4.7% |
| 6M | -11.6% | +103.4% | -115.0% | -20.6% |
| YTD | -18.4% | +59.8% | -78.2% | -25.1% |
| 1Y | -39.8% | +8.5% | -48.4% | -44.1% |
| All | -13.8% | -88.3% | +74.5% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling