-23.1%
ARKK vs ALHC
-28.9%
+5.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.0% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | +13.2% | -1.0% | +14.2% | +13.2% |
| 3M | +7.7% | -10.2% | +17.8% | +7.4% |
| 6M | +15.1% | -28.3% | +43.4% | +19.2% |
| YTD | +12.1% | -31.4% | +43.5% | +16.9% |
| 1Y | +14.9% | -16.9% | +31.9% | +14.2% |
| 3Y | +99.3% | +135.5% | -36.2% | +30.9% |
| 5Y | -29.9% | -33.6% | +3.7% | -41.9% |
| All | -23.1% | -28.9% | +5.8% | -39.8% |
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