+213.0%
ALNY vs DECK
+730.5%
-517.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -1.3% |
| 7D | 0.0% | -3.7% | +3.7% | +0.6% |
| 30D | -30.0% | +0.6% | -30.6% | -30.2% |
| 3M | -30.1% | -7.3% | -22.7% | -29.3% |
| 6M | -46.4% | -10.9% | -35.4% | -45.5% |
| YTD | -60.6% | -18.5% | -42.1% | -59.7% |
| 1Y | -65.4% | +0.2% | -65.6% | -65.9% |
| 3Y | -3.2% | -19.8% | +16.6% | -5.9% |
| 5Y | -8.3% | +18.7% | -27.0% | -21.1% |
| All | +213.0% | +730.5% | -517.4% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling