-12.3%
COIN vs AWK
+3.6%
-16.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.6% |
| 7D | -10.6% | -0.7% | -9.9% | -11.0% |
| 30D | +16.0% | +2.8% | +13.2% | +18.0% |
| 3M | +11.9% | +11.3% | +0.6% | +21.8% |
| 6M | -12.3% | +6.7% | -19.1% | -7.1% |
| All | -12.3% | +3.6% | -16.0% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling