-9.1%
ALK vs RGEN
+8.1%
-17.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.7% |
| 7D | -1.2% | -3.3% | +2.1% | +0.1% |
| 30D | +7.7% | -5.8% | +13.5% | +9.8% |
| 3M | -19.0% | +0.2% | -19.2% | -21.1% |
| 6M | -0.2% | +56.8% | -57.0% | -24.4% |
| YTD | -23.5% | +2.4% | -25.9% | -30.2% |
| 1Y | -9.1% | +11.4% | -20.6% | -21.6% |
| All | -9.1% | +8.1% | -17.2% | -21.6% |
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