+117.4%
COIN vs ATI
+341.0%
-223.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -5.1% | -5.6% | +0.6% | -2.4% |
| 30D | +17.6% | -13.7% | +31.3% | +25.5% |
| 3M | +9.2% | -0.4% | +9.6% | +7.7% |
| 6M | -11.8% | +26.2% | -38.0% | -24.1% |
| YTD | -22.5% | +73.2% | -95.7% | -43.7% |
| 1Y | -45.9% | +161.6% | -207.5% | -68.9% |
| 3Y | +117.4% | +346.2% | -228.8% | -12.8% |
| All | +117.4% | +341.0% | -223.6% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling