-28.1%
ARKK vs ADSK
-25.3%
-2.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.3% |
| 7D | -3.1% | -2.5% | -0.5% | -1.3% |
| 30D | +2.7% | -14.9% | +17.6% | +14.8% |
| 3M | +10.8% | +3.3% | +7.4% | +4.0% |
| 6M | +14.4% | -15.7% | +30.0% | +23.9% |
| YTD | +8.7% | -28.2% | +36.9% | +33.6% |
| 1Y | +6.7% | -34.5% | +41.3% | +42.4% |
| 3Y | +87.4% | -2.9% | +90.3% | +69.0% |
| All | -28.1% | -25.3% | -2.7% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling