-28.1%
ARKK vs ZCMD
-100.0%
+71.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.7% | +0.7% |
| 7D | -3.1% | -5.4% | +2.4% | -3.0% |
| 30D | +2.7% | -24.8% | +27.5% | +2.9% |
| 3M | +10.8% | -62.8% | +73.6% | +10.1% |
| 6M | +14.4% | -99.5% | +113.9% | +16.3% |
| YTD | +8.7% | -99.8% | +108.4% | +11.3% |
| 1Y | +6.7% | -99.9% | +106.6% | +10.1% |
| 3Y | +87.4% | -100.0% | +187.4% | +99.7% |
| All | -28.1% | -100.0% | +71.9% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 5y: compounded portfolio wealth divided by compounded ZCMD 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…
5y analysis · Full analysis span regression · 6 months rolling