-62.0%
ALNY vs COPX
+31.7%
-93.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.2% | +0.4% |
| 7D | -30.7% | -3.0% | -27.7% | -30.5% |
| 30D | -26.7% | -13.6% | -13.1% | -26.1% |
| 3M | -26.4% | -11.2% | -15.2% | -25.8% |
| 6M | -45.9% | -2.4% | -43.5% | -46.4% |
| YTD | -59.5% | +4.2% | -63.7% | -60.4% |
| 1Y | -62.0% | +32.2% | -94.1% | -65.2% |
| All | -62.0% | +31.7% | -93.7% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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