+214.0%
AMAT vs ARKK
+100.8%
+113.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.9% |
| 7D | -1.5% | +1.9% | -3.4% | -2.7% |
| 30D | -14.8% | +13.2% | -28.0% | -21.3% |
| 3M | -9.3% | +7.7% | -17.0% | -13.1% |
| 6M | +27.4% | +15.1% | +12.3% | +16.9% |
| YTD | +77.6% | +12.1% | +65.5% | +65.1% |
| 1Y | +188.9% | +14.9% | +174.0% | +165.3% |
| All | +214.0% | +100.8% | +113.2% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling