-61.1%
COIN vs AXP
+135.0%
-196.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -3.2% |
| 7D | -5.3% | -0.1% | -5.2% | -5.1% |
| 30D | -26.2% | +4.4% | -30.6% | -29.5% |
| 3M | -17.1% | -6.4% | -10.6% | -10.9% |
| 6M | -36.7% | +4.2% | -40.9% | -39.7% |
| YTD | -43.6% | -12.4% | -31.2% | -35.4% |
| 1Y | -54.9% | -11.1% | -43.8% | -49.3% |
| 3Y | +37.8% | +114.9% | -77.1% | -40.3% |
| 5Y | -62.8% | +87.4% | -150.2% | -82.0% |
| All | -61.1% | +135.0% | -196.1% | -82.3% |
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