+41.3%
ALNY vs DECK
+25.5%
+15.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.3% |
| 7D | +12.2% | -2.2% | +14.5% | +12.6% |
| 30D | +16.3% | -13.6% | +29.9% | +19.3% |
| 3M | -12.4% | -21.2% | +8.9% | -8.7% |
| 6M | -18.7% | -21.1% | +2.4% | -15.6% |
| YTD | -33.1% | -17.2% | -15.9% | -31.5% |
| 1Y | -41.3% | -30.7% | -10.6% | -38.3% |
| 3Y | +32.3% | -3.4% | +35.6% | +17.9% |
| All | +41.3% | +25.5% | +15.8% | +5.4% |
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