-4.8%
ALNY vs DECK
+20.9%
-25.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.6% | +4.9% |
| 7D | +5.8% | +0.1% | +5.7% | +5.8% |
| 30D | -26.5% | +4.8% | -31.3% | -27.2% |
| 3M | -27.3% | -6.9% | -20.4% | -26.6% |
| 6M | -43.4% | -7.6% | -35.8% | -42.7% |
| YTD | -58.5% | -16.3% | -42.2% | -57.7% |
| 1Y | -63.6% | +4.5% | -68.1% | -64.5% |
| 3Y | 0.0% | -17.1% | +17.1% | -7.1% |
| All | -4.8% | +20.9% | -25.6% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling