-47.5%
COIN vs AVTR
-54.8%
+7.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -10.6% | -2.0% | -8.6% | -9.7% |
| 30D | +16.0% | +8.1% | +7.9% | +11.9% |
| 3M | +11.9% | +54.2% | -42.3% | -12.3% |
| 6M | -12.3% | +82.6% | -94.9% | -37.8% |
| YTD | -23.8% | +29.8% | -53.7% | -35.0% |
| 1Y | -45.4% | +18.0% | -63.4% | -52.9% |
| 3Y | +109.9% | -26.4% | +136.3% | +121.2% |
| 5Y | -30.6% | -64.8% | +34.2% | +5.4% |
| All | -47.5% | -54.8% | +7.3% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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