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If it's consistent, just multiple the prediction by 1.05, and you'll be consistently accurate, amiright?
Just kidding, but in order to help further I'd need more detail about the actual solution, etc... are you scoring with the Score tool, or just grabbing the coefficients and using those in another process?
I would try running it through the score tool and comparing its results with yours. If it's also 5% lower, then you're not doing anything wrong, and the question becomes more about why the model isn't good. But if Alteryx score differs from yours, then we can dig deeper in to that.