+89.6%
ARKK vs ALC
-16.2%
+105.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.3% |
| 7D | +1.4% | -5.3% | +6.7% | +3.8% |
| 30D | +5.1% | -7.1% | +12.2% | +8.4% |
| 3M | +12.7% | +0.8% | +12.0% | +11.6% |
| 6M | +13.8% | -16.0% | +29.8% | +23.0% |
| YTD | +9.9% | -12.7% | +22.7% | +16.1% |
| 1Y | +10.4% | -12.8% | +23.2% | +16.4% |
| All | +89.6% | -16.2% | +105.8% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling