+53.0%
COIN vs ARM
+239.6%
-186.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -0.7% |
| 7D | -5.3% | +9.1% | -14.4% | -8.4% |
| 30D | -26.2% | -19.9% | -6.2% | -20.4% |
| 3M | -17.1% | -31.6% | +14.6% | -7.2% |
| 6M | -36.7% | -13.9% | -22.9% | -39.1% |
| YTD | -43.6% | +74.3% | -117.9% | -60.8% |
| 1Y | -54.9% | +35.8% | -90.7% | -65.3% |
| 3Y | +37.8% | +268.6% | -230.8% | -36.5% |
| All | +53.0% | +239.6% | -186.7% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling