-30.9%
ALK vs RGEN
-35.5%
+4.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.2% | -1.7% |
| 7D | -1.2% | -3.3% | +2.1% | -0.2% |
| 30D | +7.7% | -5.8% | +13.5% | +9.2% |
| 3M | -19.0% | +0.2% | -19.2% | -19.9% |
| 6M | -0.2% | +56.8% | -57.0% | -13.3% |
| YTD | -23.5% | +2.4% | -25.9% | -25.9% |
| 1Y | -9.1% | +11.4% | -20.6% | -13.8% |
| 3Y | +12.0% | +15.2% | -3.1% | +0.6% |
| All | -30.9% | -35.5% | +4.6% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling