+330.1%
ALNY vs DECK
+874.1%
-544.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -5.5% | +5.8% | -11.2% | -6.5% |
| 30D | -30.5% | +7.9% | -38.4% | -31.6% |
| 3M | -27.8% | -11.4% | -16.4% | -26.5% |
| 6M | -48.5% | -16.6% | -32.0% | -47.1% |
| YTD | -60.8% | -16.4% | -44.4% | -60.0% |
| 1Y | -64.6% | +8.6% | -73.2% | -65.6% |
| 3Y | -6.7% | -15.1% | +8.4% | -10.4% |
| 5Y | -16.7% | +22.9% | -39.6% | -29.0% |
| All | +330.1% | +874.1% | -544.0% | +163.2% |
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