-27.8%
COIN vs AG
+63.6%
-91.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.7% | +2.6% |
| 7D | -5.1% | -6.7% | +1.6% | -3.1% |
| 30D | +17.6% | +2.2% | +15.4% | +16.8% |
| 3M | +9.2% | +15.7% | -6.5% | +4.1% |
| 6M | -11.8% | -23.8% | +12.0% | -5.9% |
| YTD | -22.5% | +17.6% | -40.1% | -29.0% |
| 1Y | -45.9% | +88.6% | -134.5% | -58.2% |
| 3Y | +117.4% | +253.4% | -136.0% | +19.7% |
| All | -27.8% | +63.6% | -91.5% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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