-46.6%
COIN vs AXP
+137.3%
-183.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.4% |
| 7D | -5.1% | -0.5% | -4.6% | -4.6% |
| 30D | +17.6% | -5.6% | +23.2% | +24.9% |
| 3M | +9.2% | +2.2% | +7.0% | +6.2% |
| 6M | -11.8% | +6.7% | -18.5% | -18.3% |
| YTD | -22.5% | -11.5% | -11.0% | -12.4% |
| 1Y | -45.9% | -0.4% | -45.5% | -46.8% |
| 3Y | +117.4% | +113.0% | +4.4% | -5.0% |
| 5Y | -29.4% | +117.4% | -146.8% | -66.8% |
| All | -46.6% | +137.3% | -183.9% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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