-58.5%
COIN vs AXP
+136.8%
-195.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.3% |
| 7D | -10.1% | -2.9% | -7.2% | -7.0% |
| 30D | -24.5% | +3.7% | -28.2% | -27.3% |
| 3M | -8.3% | -4.9% | -3.4% | -3.3% |
| 6M | -37.1% | +4.1% | -41.1% | -39.9% |
| YTD | -39.7% | -11.7% | -28.1% | -31.6% |
| 1Y | -55.2% | -11.7% | -43.4% | -49.2% |
| 3Y | +46.7% | +116.5% | -69.8% | -37.0% |
| 5Y | -59.5% | +89.5% | -149.0% | -80.6% |
| All | -58.5% | +136.8% | -195.3% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling