+97.1%
ARKK vs ABCL
+105.4%
-8.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +3.6% | +1.4% | +2.2% | +3.2% |
| 30D | +8.4% | +65.1% | -56.7% | -8.4% |
| 3M | +13.4% | +111.1% | -97.6% | -12.8% |
| 6M | +18.9% | +231.6% | -212.7% | -22.2% |
| YTD | +11.9% | +234.5% | -222.6% | -28.3% |
| 1Y | +13.1% | +174.3% | -161.3% | -24.1% |
| 3Y | +97.1% | +111.5% | -14.4% | +27.6% |
| All | +97.1% | +105.4% | -8.3% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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