-27.8%
COIN vs AWK
-17.6%
-10.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.1% |
| 7D | -5.1% | -2.1% | -2.9% | -4.6% |
| 30D | +17.6% | +2.1% | +15.5% | +16.9% |
| 3M | +9.2% | +11.4% | -2.1% | +6.2% |
| 6M | -11.8% | +3.9% | -15.7% | -13.0% |
| YTD | -22.5% | +7.7% | -30.2% | -24.5% |
| 1Y | -45.9% | +1.3% | -47.2% | -46.5% |
| 3Y | +117.4% | +7.2% | +110.2% | +95.3% |
| All | -27.8% | -17.6% | -10.3% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling