-28.1%
ARKK vs ABCL
-81.3%
+53.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.7% |
| 7D | +1.9% | +0.7% | +1.2% | +1.7% |
| 30D | +13.2% | +93.1% | -79.9% | -11.0% |
| 3M | +7.7% | +79.4% | -71.8% | -14.8% |
| 6M | +15.1% | +214.9% | -199.8% | -25.8% |
| YTD | +12.1% | +234.2% | -222.1% | -30.5% |
| 1Y | +14.9% | +174.8% | -159.8% | -25.3% |
| 3Y | +99.3% | +104.5% | -5.2% | +29.6% |
| 5Y | -29.9% | -39.0% | +9.1% | -40.3% |
| All | -28.1% | -81.3% | +53.2% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling