-46.6%
COIN vs ALC
-8.3%
-38.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.3% |
| 7D | -5.1% | -6.3% | +1.3% | -0.5% |
| 30D | +17.6% | -10.3% | +27.9% | +27.0% |
| 3M | +9.2% | -0.7% | +10.0% | +8.3% |
| 6M | -11.8% | -17.8% | +6.1% | +0.2% |
| YTD | -22.5% | -15.8% | -6.7% | -13.6% |
| 1Y | -45.9% | -16.7% | -29.2% | -39.5% |
| 3Y | +117.4% | -19.7% | +137.1% | +138.0% |
| 5Y | -29.4% | -19.8% | -9.6% | -26.3% |
| All | -46.6% | -8.3% | -38.3% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling