-46.6%
COIN vs AXON
+212.3%
-258.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -5.1% | -7.0% | +2.0% | -1.1% |
| 30D | +17.6% | -20.1% | +37.7% | +33.0% |
| 3M | +9.2% | +7.4% | +1.8% | +0.3% |
| 6M | -11.8% | -7.4% | -4.4% | -13.6% |
| YTD | -22.5% | -15.6% | -6.9% | -20.8% |
| 1Y | -45.9% | -36.2% | -9.7% | -35.0% |
| 3Y | +117.4% | +124.8% | -7.5% | -9.0% |
| 5Y | -29.4% | +166.6% | -196.0% | -81.5% |
| All | -46.6% | +212.3% | -258.9% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 10y: compounded portfolio wealth divided by compounded AXON 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…
10y analysis · Full analysis span regression · 6 months rolling