-12.5%
COIN vs APD
+9.3%
-21.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -2.5% |
| 7D | -0.1% | -4.6% | +4.5% | -1.0% |
| 30D | +17.5% | -4.2% | +21.7% | +16.7% |
| 3M | +12.4% | +5.0% | +7.4% | +14.6% |
| 6M | -12.5% | +8.9% | -21.5% | -5.1% |
| All | -12.5% | +9.3% | -21.8% | -5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling