+113.7%
COIN vs APD
+5.8%
+107.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -10.6% | -3.5% | -7.1% | -9.4% |
| 30D | +16.0% | -5.1% | +21.0% | +18.0% |
| 3M | +11.9% | +6.9% | +5.0% | +8.8% |
| 6M | -12.3% | +8.1% | -20.4% | -15.7% |
| YTD | -23.8% | +21.2% | -45.1% | -31.4% |
| 1Y | -45.4% | +4.9% | -50.2% | -46.8% |
| All | +113.7% | +5.8% | +107.9% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling