-32.0%
COIN vs ALAB
+471.8%
-503.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.0% | -6.4% | -3.5% |
| 7D | -0.1% | +9.6% | -9.8% | -2.9% |
| 30D | +17.5% | -5.3% | +22.8% | +18.8% |
| 3M | +12.4% | -12.0% | +24.4% | +11.2% |
| 6M | -12.5% | +145.7% | -158.3% | -39.6% |
| YTD | -22.7% | +80.7% | -103.4% | -42.2% |
| 1Y | -45.2% | +40.1% | -85.3% | -56.8% |
| All | -32.0% | +471.8% | -503.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling