+106.4%
COIN vs ARM
+353.1%
-246.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | 0.0% |
| 7D | -10.6% | +4.8% | -15.4% | -12.3% |
| 30D | +16.0% | -5.5% | +21.4% | +18.0% |
| 3M | +11.9% | -17.3% | +29.2% | +15.9% |
| 6M | -12.3% | +110.9% | -123.2% | -41.4% |
| YTD | -23.8% | +132.5% | -156.3% | -51.2% |
| 1Y | -45.4% | +64.9% | -110.3% | -59.7% |
| All | +106.4% | +353.1% | -246.6% | -2.9% |
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