-57.2%
COIN vs AJG
+16.2%
-73.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.1% | -9.6% | -9.7% |
| 7D | -14.8% | +7.4% | -22.2% | -16.0% |
| 30D | -26.3% | +25.3% | -51.7% | -30.0% |
| 3M | -8.7% | +15.1% | -23.8% | -11.7% |
| 6M | -30.8% | +40.8% | -71.6% | -36.3% |
| YTD | -39.5% | +12.3% | -51.8% | -42.7% |
| 1Y | -57.2% | +17.5% | -74.7% | -59.6% |
| All | -57.2% | +16.2% | -73.3% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling