+87.4%
ARKK vs LYB
-23.1%
+110.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.9% |
| 7D | -3.1% | +0.3% | -3.3% | -3.1% |
| 30D | +2.7% | +2.5% | +0.3% | +1.9% |
| 3M | +10.8% | +1.4% | +9.4% | +9.9% |
| 6M | +14.4% | -3.5% | +17.9% | +11.3% |
| YTD | +8.7% | +52.0% | -43.3% | -15.3% |
| 1Y | +6.7% | +22.1% | -15.3% | -7.4% |
| 3Y | +87.4% | -22.8% | +110.2% | +96.3% |
| All | +87.4% | -23.1% | +110.5% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 3y: compounded portfolio wealth divided by compounded LYB 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…
3y analysis · Full analysis span regression · 6 months rolling