+801.4%
ALK vs RGEN
+1,576.0%
-774.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | -0.7% | -4.9% | +4.3% | -0.3% |
| 30D | -19.2% | +5.7% | -24.9% | -19.6% |
| 3M | -1.5% | +32.4% | -34.0% | -3.5% |
| 6M | -13.1% | +33.2% | -46.2% | -14.8% |
| YTD | -16.4% | +2.3% | -18.7% | -16.7% |
| 1Y | -33.1% | +39.0% | -72.1% | -34.8% |
| 3Y | +0.6% | -4.6% | +5.3% | -0.4% |
| 5Y | -26.4% | -42.7% | +16.3% | -25.7% |
| 10Y | -34.2% | +433.6% | -467.7% | -42.6% |
| All | +801.4% | +1,576.0% | -774.6% | +464.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling