+13.2%
COIN vs APLD
+462.1%
-448.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.2% |
| 7D | -5.1% | +0.2% | -5.3% | -5.2% |
| 30D | +17.6% | -15.2% | +32.8% | +21.4% |
| 3M | +9.2% | -36.3% | +45.5% | +18.4% |
| 6M | -11.8% | -7.4% | -4.4% | -13.3% |
| YTD | -22.5% | +7.7% | -30.2% | -27.4% |
| 1Y | -45.9% | +53.8% | -99.7% | -54.0% |
| 3Y | +117.4% | +407.1% | -289.7% | +14.3% |
| All | +13.2% | +462.1% | -448.9% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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