-31.8%
COIN vs ALAB
+454.1%
-485.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +1.1% |
| 7D | -5.1% | -6.2% | +1.1% | -3.5% |
| 30D | +17.6% | -8.7% | +26.2% | +20.1% |
| 3M | +9.2% | -20.7% | +30.0% | +11.5% |
| 6M | -11.8% | +133.5% | -145.3% | -38.1% |
| YTD | -22.5% | +75.1% | -97.6% | -41.6% |
| 1Y | -45.9% | +25.0% | -70.9% | -55.8% |
| All | -31.8% | +454.1% | -485.8% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling