+60.7%
COP vs ALNY
-62.5%
+123.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.1% |
| 7D | -8.1% | -30.7% | +22.6% | -10.2% |
| 30D | +6.7% | -26.7% | +33.4% | +4.8% |
| 3M | +16.9% | -26.4% | +43.3% | +14.9% |
| 6M | +11.2% | -45.9% | +57.1% | +8.0% |
| YTD | +49.5% | -59.5% | +109.0% | +41.8% |
| 1Y | +60.7% | -62.0% | +122.6% | +52.6% |
| All | +60.7% | -62.5% | +123.2% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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