+79.4%
ARKK vs ALC
+16.1%
+63.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.1% |
| 7D | -3.1% | -6.3% | +3.3% | +1.2% |
| 30D | +2.7% | -10.3% | +13.0% | +10.3% |
| 3M | +10.8% | -0.7% | +11.5% | +10.1% |
| 6M | +14.4% | -17.8% | +32.2% | +28.0% |
| YTD | +8.7% | -15.8% | +24.5% | +19.1% |
| 1Y | +6.7% | -16.7% | +23.5% | +17.3% |
| 3Y | +87.4% | -19.7% | +107.1% | +104.1% |
| 5Y | -29.5% | -19.8% | -9.7% | -23.8% |
| All | +79.4% | +16.1% | +63.3% | +51.8% |
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