+368.8%
ARKK vs ALM
+1,205.8%
-837.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -1.0% |
| 7D | +1.9% | -2.6% | +4.5% | +2.1% |
| 30D | +13.2% | +32.0% | -18.8% | +11.6% |
| 3M | +7.7% | -15.0% | +22.7% | +8.0% |
| 6M | +15.1% | -10.1% | +25.2% | +14.8% |
| YTD | +12.1% | +99.4% | -87.3% | +8.3% |
| 1Y | +14.9% | +316.4% | -301.4% | +8.0% |
| 3Y | +99.3% | +2,022.0% | -1,922.7% | +76.1% |
| 5Y | -29.9% | +941.2% | -971.1% | -37.5% |
| 10Y | +351.6% | +2,950.3% | -2,598.7% | +294.7% |
| All | +368.8% | +1,205.8% | -837.0% | +304.4% |
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 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