-33.1%
ARKK vs ALHC
-61.4%
+28.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.6% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | -11.2% | -10.6% | -0.7% | -9.4% |
| 3M | -9.2% | -45.3% | +36.1% | +0.9% |
| 6M | -3.9% | -59.7% | +55.8% | +11.1% |
| YTD | -2.5% | -62.7% | +60.2% | +13.3% |
| 1Y | -2.7% | -56.1% | +53.4% | +8.6% |
| 3Y | +87.9% | +21.3% | +66.6% | +43.0% |
| 5Y | -35.7% | -66.0% | +30.3% | -39.7% |
| All | -33.1% | -61.4% | +28.3% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling