+331.8%
ARKK vs ALM
+2,589.2%
-2,257.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.0% |
| 7D | -3.1% | -11.8% | +8.8% | -2.4% |
| 30D | +2.7% | +7.8% | -5.1% | +2.2% |
| 3M | +10.8% | -9.3% | +20.0% | +10.9% |
| 6M | +14.4% | -30.5% | +44.9% | +15.5% |
| YTD | +8.7% | +75.8% | -67.2% | +5.0% |
| 1Y | +6.7% | +241.2% | -234.4% | 0.0% |
| 3Y | +87.4% | +1,872.6% | -1,785.2% | +61.4% |
| 5Y | -29.5% | +849.6% | -879.0% | -38.4% |
| All | +331.8% | +2,589.2% | -2,257.4% | +270.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling