-46.6%
COIN vs ARMK
+119.8%
-166.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.4% | -1.0% |
| 7D | -5.1% | +3.1% | -8.2% | -7.6% |
| 30D | +17.6% | -2.8% | +20.4% | +20.0% |
| 3M | +9.2% | +7.6% | +1.7% | +0.9% |
| 6M | -11.8% | +47.9% | -59.7% | -40.5% |
| YTD | -22.5% | +60.0% | -82.5% | -52.0% |
| 1Y | -45.9% | +52.2% | -98.1% | -65.1% |
| 3Y | +117.4% | +131.4% | -14.0% | -11.3% |
| 5Y | -29.4% | +163.2% | -192.6% | -72.2% |
| All | -46.6% | +119.8% | -166.4% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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