-47.5%
COIN vs AWK
+1.4%
-48.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -10.6% | -0.7% | -9.9% | -10.4% |
| 30D | +16.0% | +2.8% | +13.2% | +15.2% |
| 3M | +11.9% | +11.3% | +0.6% | +8.9% |
| 6M | -12.3% | +6.7% | -19.1% | -14.1% |
| YTD | -23.8% | +9.4% | -33.2% | -26.0% |
| 1Y | -45.4% | +3.7% | -49.1% | -46.3% |
| 3Y | +109.9% | +9.2% | +100.6% | +88.4% |
| 5Y | -30.6% | -15.7% | -14.9% | -32.4% |
| All | -47.5% | +1.4% | -48.9% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling