-27.8%
COIN vs AFL
+133.8%
-161.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | -5.1% | -1.6% | -3.4% | -4.1% |
| 30D | +17.6% | -4.0% | +21.6% | +20.1% |
| 3M | +9.2% | -0.5% | +9.8% | +8.5% |
| 6M | -11.8% | +6.5% | -18.3% | -17.0% |
| YTD | -22.5% | +6.2% | -28.7% | -27.6% |
| 1Y | -45.9% | +8.3% | -54.2% | -50.6% |
| 3Y | +117.4% | +62.5% | +54.8% | +41.8% |
| All | -27.8% | +133.8% | -161.6% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling