+1,356.8%
ALNY vs COPX
+179.5%
+1,177.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -6.5% | -2.3% | -4.2% | -5.9% |
| 30D | +11.0% | +0.3% | +10.8% | +10.7% |
| 3M | -14.1% | +6.8% | -20.9% | -17.3% |
| 6M | -22.4% | +7.9% | -30.3% | -26.7% |
| YTD | -37.5% | +23.7% | -61.2% | -44.4% |
| 1Y | -46.9% | +71.5% | -118.5% | -58.2% |
| 3Y | +22.1% | +149.1% | -127.0% | -19.2% |
| 5Y | +31.2% | +167.3% | -136.1% | -18.6% |
| 10Y | +256.3% | +568.5% | -312.2% | +37.1% |
| All | +1,356.8% | +179.5% | +1,177.3% | +686.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling