+61.0%
ARKK vs ALC
+30.4%
+30.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.2% | -4.0% |
| 7D | -0.6% | -1.1% | +0.5% | 0.0% |
| 30D | -11.2% | +16.0% | -27.3% | -20.2% |
| 3M | -9.2% | +0.8% | -10.0% | -10.6% |
| 6M | -3.9% | +16.8% | -20.8% | -15.4% |
| YTD | -2.5% | -5.5% | +3.0% | -2.0% |
| 1Y | -2.7% | -5.3% | +2.5% | -2.6% |
| 3Y | +87.9% | +4.1% | +83.8% | +66.9% |
| 5Y | -35.7% | -7.1% | -28.6% | -37.4% |
| All | +61.0% | +30.4% | +30.6% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling