-45.5%
COIN vs APD
+19.2%
-64.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.4% |
| 7D | +1.2% | -2.5% | +3.7% | +2.6% |
| 30D | +16.5% | -1.9% | +18.4% | +17.5% |
| 3M | +10.4% | +8.2% | +2.1% | +4.3% |
| 6M | -9.3% | +10.7% | -20.0% | -16.3% |
| YTD | -20.9% | +22.9% | -43.8% | -33.0% |
| 1Y | -40.8% | +5.8% | -46.6% | -44.7% |
| 3Y | +118.0% | +7.8% | +110.2% | +97.5% |
| 5Y | -30.7% | +26.1% | -56.8% | -52.0% |
| All | -45.5% | +19.2% | -64.7% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling