+70.2%
ARKK vs AMDL
+115.6%
-45.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.7% | +4.9% | -0.5% |
| 7D | -4.7% | +20.7% | -25.4% | -8.2% |
| 30D | +3.1% | +9.4% | -6.4% | +0.5% |
| 3M | +13.8% | +5.6% | +8.1% | +7.2% |
| 6M | +14.0% | +340.3% | -326.3% | -24.6% |
| YTD | +8.0% | +253.6% | -245.7% | -27.7% |
| 1Y | +9.9% | +443.4% | -433.5% | -36.6% |
| All | +70.2% | +115.6% | -45.3% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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