-50.7%
COIN vs ARM
+18.4%
-69.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.3% | +9.4% | +5.5% |
| 7D | -6.7% | -18.7% | +12.0% | -1.5% |
| 30D | -19.5% | -36.7% | +17.2% | -10.0% |
| 3M | +0.5% | -31.6% | +32.1% | +9.0% |
| 6M | -25.4% | -5.6% | -19.7% | -32.0% |
| YTD | -33.0% | +75.5% | -108.5% | -57.2% |
| 1Y | -50.7% | +19.3% | -70.0% | -54.1% |
| All | -50.7% | +18.4% | -69.1% | -54.1% |
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