-45.5%
COIN vs AFRM
+2.7%
-48.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | +1.2% | +3.1% | -1.9% | -0.4% |
| 30D | +16.5% | -4.2% | +20.7% | +18.6% |
| 3M | +10.4% | +10.1% | +0.3% | +4.0% |
| 6M | -9.3% | +39.4% | -48.7% | -24.3% |
| YTD | -20.9% | -3.2% | -17.7% | -21.3% |
| 1Y | -40.8% | -16.1% | -24.7% | -37.6% |
| 3Y | +118.0% | +220.8% | -102.8% | -1.9% |
| 5Y | -30.7% | -17.7% | -13.0% | -61.4% |
| All | -45.5% | +2.7% | -48.2% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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