-28.1%
ARKK vs ALM
+839.2%
-867.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.3% |
| 7D | -3.1% | -11.8% | +8.8% | -2.0% |
| 30D | +2.7% | +7.8% | -5.1% | +1.8% |
| 3M | +10.8% | -9.3% | +20.0% | +10.9% |
| 6M | +14.4% | -30.5% | +44.9% | +16.1% |
| YTD | +8.7% | +75.8% | -67.2% | +2.9% |
| 1Y | +6.7% | +241.2% | -234.4% | -3.7% |
| 3Y | +87.4% | +1,872.6% | -1,785.2% | +47.5% |
| All | -28.1% | +839.2% | -867.3% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling