-46.6%
COIN vs ALLY
+7.1%
-53.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.9% |
| 7D | -5.1% | -3.8% | -1.3% | -1.9% |
| 30D | +17.6% | -4.9% | +22.5% | +22.7% |
| 3M | +9.2% | -2.6% | +11.8% | +11.4% |
| 6M | -11.8% | +15.7% | -27.5% | -23.4% |
| YTD | -22.5% | -5.2% | -17.3% | -19.8% |
| 1Y | -45.9% | +2.8% | -48.7% | -48.0% |
| 3Y | +117.4% | +63.4% | +54.0% | +32.9% |
| 5Y | -29.4% | -2.6% | -26.8% | -34.0% |
| All | -46.6% | +7.1% | -53.7% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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