+734.9%
ALK vs RGEN
+1,634.9%
-900.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.4% |
| 7D | +9.0% | -1.9% | +11.0% | +9.2% |
| 30D | -1.6% | +3.7% | -5.4% | -2.0% |
| 3M | -23.2% | +8.8% | -32.0% | -23.8% |
| 6M | -3.9% | +38.0% | -41.8% | -6.3% |
| YTD | -22.6% | +5.9% | -28.5% | -23.2% |
| 1Y | -5.3% | +19.7% | -25.0% | -6.8% |
| 3Y | +18.6% | +20.5% | -1.9% | +15.7% |
| 5Y | -34.4% | -35.0% | +0.6% | -34.4% |
| 10Y | -40.8% | +540.9% | -581.7% | -49.0% |
| All | +734.9% | +1,634.9% | -900.0% | +420.4% |
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 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