-57.2%
COIN vs AFL
+16.4%
-73.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +0.8% | -10.4% | -9.2% |
| 7D | -14.8% | +2.2% | -17.0% | -13.6% |
| 30D | -26.3% | +11.1% | -37.4% | -21.1% |
| 3M | -8.7% | +1.0% | -9.8% | -7.4% |
| 6M | -30.8% | +11.4% | -42.2% | -26.1% |
| YTD | -39.5% | +16.3% | -55.8% | -35.3% |
| 1Y | -57.2% | +15.9% | -73.0% | -54.1% |
| All | -57.2% | +16.4% | -73.5% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling