-45.9%
COIN vs AJG
-17.2%
-28.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +1.9% |
| 7D | -5.1% | -8.3% | +3.2% | -4.1% |
| 30D | +17.6% | -5.7% | +23.3% | +18.2% |
| 3M | +9.2% | +9.1% | +0.2% | +7.8% |
| 6M | -11.8% | +15.2% | -27.0% | -13.6% |
| YTD | -22.5% | -6.3% | -16.2% | -24.9% |
| 1Y | -45.9% | -19.1% | -26.8% | -45.5% |
| All | -45.9% | -17.2% | -28.7% | -45.5% |
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