+175.6%
ASML vs ARKK
+100.8%
+74.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.2% | +4.7% |
| 7D | +1.1% | +1.9% | -0.8% | -0.1% |
| 30D | +2.2% | +13.2% | -11.0% | -4.9% |
| 3M | -2.3% | +7.7% | -10.0% | -6.5% |
| 6M | +23.0% | +15.1% | +7.9% | +13.4% |
| YTD | +61.1% | +12.1% | +49.0% | +50.1% |
| 1Y | +129.1% | +14.9% | +114.2% | +109.5% |
| All | +175.6% | +100.8% | +74.8% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling