+307.7%
ARKK vs ALM
+510.9%
-203.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.7% | -9.7% | -2.4% |
| 7D | -0.6% | +1.2% | -1.9% | -0.7% |
| 30D | -11.2% | -19.3% | +8.1% | -10.2% |
| 3M | -9.2% | -40.6% | +31.4% | -6.9% |
| 6M | -3.9% | -57.9% | +54.0% | -0.2% |
| YTD | -2.5% | -6.7% | +4.2% | -2.2% |
| 1Y | -2.7% | +20.2% | -22.9% | -3.4% |
| 3Y | +87.9% | +879.4% | -791.5% | +72.9% |
| 5Y | -35.7% | +415.3% | -450.9% | -40.5% |
| 10Y | +299.2% | +2,100.8% | -1,801.6% | +263.2% |
| All | +307.7% | +510.9% | -203.2% | +265.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling