-33.9%
ALK vs RGEN
-35.1%
+1.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | -0.2% |
| 7D | +9.0% | -1.9% | +11.0% | +9.5% |
| 30D | -1.6% | +3.7% | -5.4% | -2.9% |
| 3M | -23.2% | +8.8% | -32.0% | -25.8% |
| 6M | -3.9% | +38.0% | -41.8% | -13.6% |
| YTD | -22.6% | +5.9% | -28.5% | -25.7% |
| 1Y | -5.3% | +19.7% | -25.0% | -11.9% |
| 3Y | +18.6% | +20.5% | -1.9% | +5.1% |
| All | -33.9% | -35.1% | +1.3% | -46.6% |
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 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