-39.1%
ALK vs RGEN
+508.6%
-547.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.1% | +3.9% | +6.4% |
| 7D | +8.9% | +3.5% | +5.4% | +8.1% |
| 30D | +5.9% | +2.9% | +3.0% | +5.1% |
| 3M | -16.5% | +9.2% | -25.7% | -18.7% |
| 6M | +2.1% | +44.9% | -42.8% | -6.6% |
| YTD | -17.1% | +9.2% | -26.3% | -20.0% |
| 1Y | -2.9% | +25.3% | -28.2% | -8.7% |
| 3Y | +24.5% | +21.7% | +2.7% | +14.1% |
| 5Y | -29.1% | -34.5% | +5.4% | -32.3% |
| 10Y | -39.1% | +478.9% | -518.0% | -59.4% |
| All | -39.1% | +508.6% | -547.8% | -59.4% |
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