-50.7%
COIN vs APD
+36.4%
-87.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +4.8% |
| 7D | -6.7% | +3.8% | -10.5% | -5.5% |
| 30D | -19.5% | +14.1% | -33.6% | -16.0% |
| 3M | +0.5% | +8.2% | -7.7% | +3.3% |
| 6M | -25.4% | +7.5% | -32.9% | -23.2% |
| YTD | -33.0% | +31.7% | -64.7% | -26.6% |
| 1Y | -50.7% | +35.1% | -85.8% | -44.5% |
| All | -50.7% | +36.4% | -87.1% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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