-10.1%
ALK vs RGEN
+9.1%
-19.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.5% | -1.3% | -3.5% |
| 7D | +0.9% | -1.2% | +2.1% | +1.4% |
| 30D | +3.3% | -5.1% | +8.4% | +4.9% |
| 3M | -17.6% | +0.5% | -18.1% | -19.9% |
| 6M | +0.8% | +46.6% | -45.8% | -20.8% |
| YTD | -22.4% | +1.6% | -24.0% | -28.6% |
| 1Y | -10.1% | +5.4% | -15.5% | -19.2% |
| All | -10.1% | +9.1% | -19.2% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling