+369.5%
ALAB vs ARKK
+72.5%
+296.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +1.7% |
| 7D | -6.2% | -3.1% | -3.1% | -2.9% |
| 30D | -8.7% | +2.7% | -11.4% | -12.1% |
| 3M | -20.7% | +10.8% | -31.5% | -28.6% |
| 6M | +133.5% | +14.4% | +119.1% | +102.5% |
| YTD | +75.1% | +8.7% | +66.4% | +61.8% |
| 1Y | +25.0% | +6.7% | +18.3% | +18.8% |
| All | +369.5% | +72.5% | +296.9% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 10y: compounded portfolio wealth divided by compounded ARKK 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…
10y analysis · Full analysis span regression · 6 months rolling