-46.6%
COIN vs AFL
+150.1%
-196.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | -5.1% | -1.6% | -3.4% | -4.2% |
| 30D | +17.6% | -4.0% | +21.6% | +19.9% |
| 3M | +9.2% | -0.5% | +9.8% | +8.6% |
| 6M | -11.8% | +6.5% | -18.3% | -16.5% |
| YTD | -22.5% | +6.2% | -28.7% | -27.2% |
| 1Y | -45.9% | +8.3% | -54.2% | -50.3% |
| 3Y | +117.4% | +62.5% | +54.8% | +49.0% |
| 5Y | -29.4% | +136.2% | -165.6% | -64.9% |
| All | -46.6% | +150.1% | -196.7% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling