-14.8%
ALNY vs DECK
+30.0%
-44.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.3% |
| 7D | -0.9% | +6.4% | -7.3% | -2.0% |
| 30D | -32.7% | +9.1% | -41.8% | -33.9% |
| 3M | -28.6% | -7.2% | -21.3% | -27.8% |
| 6M | -46.9% | -9.9% | -37.0% | -46.1% |
| YTD | -60.6% | -12.8% | -47.8% | -60.1% |
| 1Y | -64.6% | +10.6% | -75.2% | -65.8% |
| 3Y | -4.8% | -13.8% | +9.0% | -12.2% |
| 5Y | -14.8% | +27.6% | -42.5% | -36.5% |
| All | -14.8% | +30.0% | -44.8% | -36.5% |
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