-36.8%
ALK vs RGEN
+430.0%
-466.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | -0.7% | -4.9% | +4.3% | +0.3% |
| 30D | -19.2% | +5.7% | -24.9% | -20.3% |
| 3M | -1.5% | +32.4% | -34.0% | -7.6% |
| 6M | -13.1% | +33.2% | -46.2% | -18.6% |
| YTD | -16.4% | +2.3% | -18.7% | -17.7% |
| 1Y | -33.1% | +39.0% | -72.1% | -38.2% |
| 3Y | +0.6% | -4.6% | +5.3% | -3.6% |
| 5Y | -26.4% | -42.7% | +16.3% | -27.8% |
| All | -36.8% | +430.0% | -466.8% | -57.1% |
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