-45.5%
COIN vs ARMK
+116.1%
-161.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -4.3% |
| 7D | +1.2% | +1.7% | -0.5% | -0.2% |
| 30D | +16.5% | +3.1% | +13.4% | +12.3% |
| 3M | +10.4% | +9.2% | +1.2% | +0.5% |
| 6M | -9.3% | +43.7% | -52.9% | -37.2% |
| YTD | -20.9% | +57.4% | -78.2% | -50.3% |
| 1Y | -40.8% | +51.9% | -92.6% | -61.7% |
| 3Y | +118.0% | +125.4% | -7.4% | -8.8% |
| 5Y | -30.7% | +149.1% | -179.8% | -72.1% |
| All | -45.5% | +116.1% | -161.6% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling