+316.0%
ARKK vs ALB
+93.8%
+222.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.1% |
| 7D | +4.6% | -3.6% | +8.2% | +6.0% |
| 30D | -12.2% | -2.9% | -9.4% | -11.5% |
| 3M | -6.0% | -25.8% | +19.9% | +4.2% |
| 6M | -2.2% | -53.6% | +51.4% | +28.5% |
| YTD | -0.5% | -32.4% | +31.8% | +9.7% |
| 1Y | -6.0% | -13.0% | +7.1% | -6.9% |
| 3Y | +92.5% | -15.0% | +107.5% | +72.0% |
| 5Y | -34.4% | -63.5% | +29.2% | -19.2% |
| 10Y | +307.2% | +34.7% | +272.5% | +197.4% |
| All | +316.0% | +93.8% | +222.1% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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