+123.1%
ASML vs ARKK
+13.2%
+109.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +6.0% | +3.6% | +2.4% | +3.6% |
| 30D | +1.4% | +8.4% | -7.0% | -4.0% |
| 3M | +1.0% | +13.4% | -12.4% | -7.1% |
| 6M | +37.0% | +18.9% | +18.1% | +22.0% |
| YTD | +65.8% | +11.9% | +53.8% | +52.3% |
| 1Y | +123.1% | +13.1% | +110.0% | +104.7% |
| All | +123.1% | +13.2% | +109.9% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 1y: compounded portfolio wealth divided by compounded ARKK 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…
1y analysis · Full analysis span regression · 6 months rolling