-50.7%
COIN vs AWK
+20.7%
-71.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +5.2% |
| 7D | -6.7% | +7.0% | -13.7% | -3.4% |
| 30D | -19.5% | +17.0% | -36.6% | -12.9% |
| 3M | +0.5% | +12.4% | -11.9% | +6.9% |
| 6M | -25.4% | +19.6% | -45.0% | -17.4% |
| YTD | -33.0% | +17.0% | -50.0% | -25.5% |
| 1Y | -50.7% | +20.0% | -70.7% | -44.8% |
| All | -50.7% | +20.7% | -71.4% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling