-46.6%
COIN vs AU
+470.6%
-517.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -5.1% | -4.3% | -0.8% | -4.0% |
| 30D | +17.6% | +7.3% | +10.3% | +16.1% |
| 3M | +9.2% | +26.3% | -17.1% | +3.8% |
| 6M | -11.8% | +1.8% | -13.5% | -12.7% |
| YTD | -22.5% | +26.8% | -49.3% | -27.2% |
| 1Y | -45.9% | +66.7% | -112.6% | -52.3% |
| 3Y | +117.4% | +579.1% | -461.7% | +29.4% |
| 5Y | -29.4% | +689.3% | -718.8% | -59.6% |
| All | -46.6% | +470.6% | -517.2% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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