-50.7%
COIN vs ALM
+44.8%
-95.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.9% |
| 7D | -6.7% | -6.4% | -0.3% | -4.9% |
| 30D | -19.5% | -35.0% | +15.5% | -10.5% |
| 3M | +0.5% | -33.8% | +34.3% | +10.5% |
| 6M | -25.4% | -55.0% | +29.6% | -12.1% |
| YTD | -33.0% | -0.2% | -32.8% | -34.5% |
| 1Y | -50.7% | +41.8% | -92.5% | -56.9% |
| All | -50.7% | +44.8% | -95.5% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling