+58.6%
ARKK vs ZCMD
-100.0%
+158.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.7% |
| 7D | -4.7% | -2.0% | -2.6% | -4.6% |
| 30D | +3.1% | -19.8% | +22.9% | +3.4% |
| 3M | +13.8% | -62.1% | +75.8% | +12.1% |
| 6M | +14.0% | -99.5% | +113.4% | +22.0% |
| YTD | +8.0% | -99.7% | +107.7% | +18.0% |
| 1Y | +9.9% | -99.9% | +109.8% | +23.1% |
| 3Y | +90.2% | -100.0% | +190.1% | +134.9% |
| 5Y | -29.9% | -100.0% | +70.1% | -12.5% |
| All | +58.6% | -100.0% | +158.6% | +131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling