+368.8%
ARKK vs ALLY
+156.1%
+212.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +1.9% | +3.7% | -1.7% | +0.1% |
| 30D | +13.2% | -2.3% | +15.4% | +14.4% |
| 3M | +7.7% | +3.8% | +3.9% | +5.6% |
| 6M | +15.1% | +9.7% | +5.4% | +9.5% |
| YTD | +12.1% | -1.4% | +13.5% | +12.2% |
| 1Y | +14.9% | +8.2% | +6.7% | +9.4% |
| 3Y | +99.3% | +66.5% | +32.8% | +52.5% |
| 5Y | -29.9% | +1.2% | -31.1% | -34.6% |
| 10Y | +351.6% | +191.4% | +160.2% | +160.4% |
| All | +368.8% | +156.1% | +212.7% | +173.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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