-46.6%
COIN vs AIG
+82.2%
-128.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -5.1% | -1.2% | -3.9% | -4.4% |
| 30D | +17.6% | -1.1% | +18.7% | +18.2% |
| 3M | +9.2% | +0.7% | +8.6% | +8.5% |
| 6M | -11.8% | -2.2% | -9.6% | -11.1% |
| YTD | -22.5% | -10.8% | -11.7% | -17.8% |
| 1Y | -45.9% | -2.0% | -43.9% | -46.8% |
| 3Y | +117.4% | +34.8% | +82.6% | +66.8% |
| 5Y | -29.4% | +55.0% | -84.5% | -48.9% |
| All | -46.6% | +82.2% | -128.9% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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