-63.0%
COIN vs ALK
-31.3%
-31.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.9% | -1.4% |
| 7D | -5.3% | -1.2% | -4.1% | -4.8% |
| 30D | -26.2% | +7.7% | -33.9% | -30.3% |
| 3M | -17.1% | -19.0% | +1.9% | -6.7% |
| 6M | -36.7% | -0.2% | -36.5% | -40.8% |
| YTD | -43.6% | -23.5% | -20.1% | -38.5% |
| 1Y | -54.9% | -9.1% | -45.8% | -57.4% |
| 3Y | +37.8% | +12.0% | +25.8% | -14.0% |
| All | -63.0% | -31.3% | -31.7% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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