+109.4%
COIN vs ARM
+371.0%
-261.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.7% |
| 7D | -0.1% | +12.5% | -12.6% | -4.4% |
| 30D | +17.5% | -1.4% | +18.9% | +17.8% |
| 3M | +12.4% | -18.7% | +31.0% | +17.2% |
| 6M | -12.5% | +124.6% | -137.2% | -43.0% |
| YTD | -22.7% | +141.7% | -164.5% | -51.2% |
| 1Y | -45.2% | +87.7% | -132.9% | -61.7% |
| All | +109.4% | +371.0% | -261.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling