You can use some variety in gauge size depending on the type of wire used. There's a huge difference in amp rating between different styles of wire, and coarse strand #4 wont hold the same amperage as fine strand #4 like welding cable.
Much of the cheap battery cables, and jumper cables made in recent years use less strands, and they wont hold as much amperage. If you go to an electrical supply house, and get #4 welding cable it holds more amperage, but will be much more flexible, so it will work better to connect your alternator. I've got mine done in welding cable, and also my remote cable from the battery in my trunk to the starter. The amp rating for #4 welding cable is double what coarse strand #4 like THW, or THHN are, so you can also go one size smaller with welding cable and get a higher amperage rating.