-32.9%
COIN vs ALAB
+441.3%
-474.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | 0.0% |
| 7D | -10.6% | +0.6% | -11.2% | -11.1% |
| 30D | +16.0% | -8.8% | +24.8% | +18.4% |
| 3M | +11.9% | -14.0% | +25.9% | +11.3% |
| 6M | -12.3% | +144.3% | -156.6% | -39.5% |
| YTD | -23.8% | +71.0% | -94.8% | -42.2% |
| 1Y | -45.4% | +23.5% | -68.9% | -55.3% |
| All | -32.9% | +441.3% | -474.3% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 3y: compounded portfolio wealth divided by compounded ALAB 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…
3y analysis · Full analysis span regression · 6 months rolling