-45.5%
COIN vs ALK
-43.1%
-2.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -1.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.0% |
| 30D | +16.5% | -18.5% | +35.0% | +31.0% |
| 3M | +10.4% | -3.6% | +13.9% | +8.9% |
| 6M | -9.3% | -3.7% | -5.6% | -13.0% |
| YTD | -20.9% | -19.0% | -1.9% | -16.0% |
| 1Y | -40.8% | -36.0% | -4.8% | -26.8% |
| 3Y | +118.0% | +2.3% | +115.6% | +67.0% |
| 5Y | -30.7% | -27.8% | -2.9% | -31.1% |
| All | -45.5% | -43.1% | -2.4% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling