+16.0%
BABA vs ARKK
+317.7%
-301.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -2.0% |
| 7D | -3.6% | -2.4% | -1.2% | -3.0% |
| 30D | -8.4% | -10.8% | +2.5% | -4.0% |
| 3M | -20.6% | -2.6% | -18.0% | -20.9% |
| 6M | -25.4% | -1.9% | -23.4% | -26.6% |
| YTD | -30.1% | +2.0% | -32.1% | -32.9% |
| 1Y | -36.3% | -4.4% | -31.9% | -37.1% |
| 3Y | +30.4% | +97.5% | -67.1% | -18.7% |
| 5Y | -35.7% | -32.0% | -3.7% | -32.7% |
| 10Y | +16.0% | +317.7% | -301.7% | -59.2% |
| All | +16.0% | +317.7% | -301.7% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling