+444.7%
APLD vs ARKK
+41.5%
+403.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +1.8% |
| 7D | +0.2% | -3.1% | +3.3% | +3.7% |
| 30D | -15.2% | +2.7% | -17.9% | -17.8% |
| 3M | -36.3% | +10.8% | -47.1% | -42.5% |
| 6M | -7.4% | +14.4% | -21.7% | -17.4% |
| YTD | +7.7% | +8.7% | -0.9% | +3.5% |
| 1Y | +53.8% | +6.7% | +47.0% | +52.2% |
| 3Y | +407.1% | +87.4% | +319.7% | +217.3% |
| All | +444.7% | +41.5% | +403.3% | +235.2% |
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