+354.4%
ARKK vs LYB
+29.9%
+324.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +1.0% |
| 7D | -3.1% | +0.3% | -3.3% | -3.2% |
| 30D | +2.7% | +2.5% | +0.3% | +1.6% |
| 3M | +10.8% | +1.4% | +9.4% | +9.2% |
| 6M | +14.4% | -3.5% | +17.9% | +11.7% |
| YTD | +8.7% | +52.0% | -43.3% | -12.4% |
| 1Y | +6.7% | +22.1% | -15.3% | -6.7% |
| 3Y | +87.4% | -22.8% | +110.2% | +94.0% |
| 5Y | -29.5% | -3.4% | -26.1% | -33.3% |
| 10Y | +331.8% | +47.4% | +284.4% | +219.3% |
| All | +354.4% | +29.9% | +324.5% | +233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling