-46.6%
COIN vs ARES
+176.9%
-223.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.0% |
| 7D | -5.1% | -6.1% | +1.0% | +0.9% |
| 30D | +17.6% | -7.5% | +25.1% | +27.3% |
| 3M | +9.2% | +0.1% | +9.1% | +6.8% |
| 6M | -11.8% | +30.3% | -42.0% | -35.1% |
| YTD | -22.5% | -16.6% | -5.9% | -10.8% |
| 1Y | -45.9% | -26.1% | -19.8% | -30.5% |
| 3Y | +117.4% | +36.4% | +81.0% | +36.1% |
| 5Y | -29.4% | +95.0% | -124.4% | -70.7% |
| All | -46.6% | +176.9% | -223.5% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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