-45.5%
COIN vs ALLY
+7.6%
-53.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -0.3% |
| 7D | +1.2% | +1.0% | +0.2% | +0.4% |
| 30D | +16.5% | -3.3% | +19.8% | +19.8% |
| 3M | +10.4% | +0.5% | +9.9% | +9.4% |
| 6M | -9.3% | +12.6% | -21.9% | -19.3% |
| YTD | -20.9% | -4.7% | -16.2% | -18.5% |
| 1Y | -40.8% | +5.2% | -46.0% | -44.3% |
| 3Y | +118.0% | +66.5% | +51.5% | +31.0% |
| 5Y | -30.7% | +0.2% | -30.9% | -35.5% |
| All | -45.5% | +7.6% | -53.1% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling