-47.5%
COIN vs ATI
+810.8%
-858.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | +0.4% |
| 7D | -10.6% | -2.7% | -7.9% | -9.5% |
| 30D | +16.0% | -13.5% | +29.5% | +23.7% |
| 3M | +11.9% | +8.5% | +3.4% | +5.6% |
| 6M | -12.3% | +25.2% | -37.5% | -23.9% |
| YTD | -23.8% | +73.4% | -97.2% | -44.1% |
| 1Y | -45.4% | +160.5% | -205.9% | -67.9% |
| 3Y | +109.9% | +347.3% | -237.4% | -11.9% |
| 5Y | -30.6% | +1,049.0% | -1,079.6% | -77.3% |
| All | -47.5% | +810.8% | -858.3% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling