-3.7%
ARKK vs ALM
+44.8%
-48.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -6.7% | -6.4% | -0.3% | -5.5% |
| 30D | -13.4% | -35.0% | +21.6% | -6.3% |
| 3M | +4.7% | -33.8% | +38.5% | +11.9% |
| 6M | +2.7% | -55.0% | +57.8% | +15.7% |
| YTD | +4.5% | -0.2% | +4.7% | +3.4% |
| 1Y | -3.7% | +41.8% | -45.5% | -10.4% |
| All | -3.7% | +44.8% | -48.6% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling