+14.9%
ARKK vs ADSK
-31.6%
+46.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.3% | +7.2% | +0.8% |
| 7D | +1.9% | -16.4% | +18.3% | +6.0% |
| 30D | +13.2% | -9.2% | +22.4% | +15.6% |
| 3M | +7.7% | -6.7% | +14.4% | +9.8% |
| 6M | +15.1% | -15.5% | +30.6% | +21.4% |
| YTD | +12.1% | -26.4% | +38.5% | +27.2% |
| 1Y | +14.9% | -31.9% | +46.8% | +39.7% |
| All | +14.9% | -31.6% | +46.5% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling