+108.6%
ASML vs ARKK
-30.0%
+138.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.6% |
| 3M | -2.3% | +7.7% | -10.0% | -6.2% |
| 6M | +23.0% | +15.1% | +7.9% | +13.9% |
| YTD | +61.1% | +12.1% | +49.0% | +50.8% |
| 1Y | +129.1% | +14.9% | +114.2% | +110.6% |
| 3Y | +165.4% | +99.3% | +66.0% | +76.1% |
| All | +108.6% | -30.0% | +138.6% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling