-46.6%
ALK vs RGEN
+411.3%
-457.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.5% | -1.3% | -4.1% |
| 7D | +0.9% | -1.2% | +2.1% | +1.2% |
| 30D | +3.3% | -5.1% | +8.4% | +4.2% |
| 3M | -17.6% | +0.5% | -18.1% | -18.3% |
| 6M | +0.8% | +46.6% | -45.8% | -8.0% |
| YTD | -22.4% | +1.6% | -24.0% | -23.9% |
| 1Y | -10.1% | +5.4% | -15.5% | -12.5% |
| 3Y | +14.0% | +12.8% | +1.1% | +6.1% |
| 5Y | -29.8% | -35.6% | +5.8% | -32.4% |
| All | -46.6% | +411.3% | -457.9% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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