+19.4%
ALK vs RGEN
+18.5%
+0.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +2.6% | -3.1% | +5.7% | +3.6% |
| 30D | +7.8% | +0.1% | +7.7% | +7.5% |
| 3M | -15.2% | +4.8% | -20.0% | -17.7% |
| 6M | +5.0% | +48.9% | -43.9% | -9.9% |
| YTD | -18.4% | +5.3% | -23.8% | -22.6% |
| 1Y | -2.4% | +12.5% | -14.9% | -9.2% |
| All | +19.4% | +18.5% | +0.9% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling