-46.6%
COIN vs ALM
+760.6%
-807.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +2.6% |
| 7D | -5.1% | -11.8% | +6.8% | -3.7% |
| 30D | +17.6% | +7.8% | +9.8% | +16.4% |
| 3M | +9.2% | -9.3% | +18.5% | +9.7% |
| 6M | -11.8% | -30.5% | +18.7% | -9.6% |
| YTD | -22.5% | +75.8% | -98.3% | -27.8% |
| 1Y | -45.9% | +241.2% | -287.1% | -53.2% |
| 3Y | +117.4% | +1,872.6% | -1,755.2% | +52.3% |
| 5Y | -29.4% | +849.6% | -879.0% | -49.6% |
| All | -46.6% | +760.6% | -807.2% | -62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling