-28.6%
ARKK vs ALHC
-30.4%
+1.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.1% |
| 7D | +1.4% | -4.1% | +5.5% | +2.3% |
| 30D | +5.1% | -5.4% | +10.6% | +6.2% |
| 3M | +12.7% | -32.1% | +44.9% | +20.6% |
| 6M | +13.8% | -28.5% | +42.3% | +17.9% |
| YTD | +9.9% | -34.0% | +44.0% | +15.6% |
| 1Y | +10.4% | -20.9% | +31.3% | +10.8% |
| 3Y | +93.6% | +151.5% | -58.0% | +20.6% |
| All | -28.6% | -30.4% | +1.8% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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