-39.8%
COIN vs ARM
+92.2%
-132.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.9% | -8.1% | -5.3% |
| 7D | +3.4% | +5.5% | -2.1% | +1.9% |
| 30D | +23.2% | -8.2% | +31.4% | +25.8% |
| 3M | +12.5% | -35.9% | +48.4% | +24.4% |
| 6M | -11.6% | +103.1% | -114.7% | -42.7% |
| YTD | -18.4% | +130.6% | -149.0% | -49.9% |
| 1Y | -39.8% | +86.1% | -125.9% | -54.0% |
| All | -39.8% | +92.2% | -132.1% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 1y: compounded portfolio wealth divided by compounded ARM 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…
1y analysis · Full analysis span regression · 6 months rolling