+329.4%
ARKK vs ALLE
+305.6%
+23.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.9% | +3.0% |
| 7D | 0.0% | -0.6% | +0.7% | +0.5% |
| 30D | -11.9% | +26.6% | -38.5% | -24.1% |
| 3M | -0.6% | +13.2% | -13.7% | -8.5% |
| 6M | -0.2% | +42.9% | -43.1% | -21.3% |
| YTD | +2.7% | +21.0% | -18.4% | -11.4% |
| 1Y | -2.2% | +15.2% | -17.3% | -13.0% |
| 3Y | +102.0% | +95.6% | +6.5% | +26.3% |
| 5Y | -33.4% | +53.4% | -86.8% | -51.8% |
| 10Y | +327.1% | +221.5% | +105.6% | +100.3% |
| All | +329.4% | +305.6% | +23.8% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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