-50.7%
COIN vs ATI
+86.4%
-137.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.4% |
| 7D | -6.7% | +8.3% | -15.0% | -8.8% |
| 30D | -19.5% | -7.3% | -12.3% | -17.6% |
| 3M | +0.5% | -10.5% | +11.0% | +2.1% |
| 6M | -25.4% | +16.4% | -41.7% | -33.9% |
| YTD | -33.0% | +56.1% | -89.1% | -52.6% |
| 1Y | -50.7% | +86.5% | -137.2% | -71.4% |
| All | -50.7% | +86.4% | -137.1% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling