+16.7%
BABA vs ARKK
+337.1%
-320.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.0% |
| 7D | -2.2% | +1.4% | -3.6% | -2.9% |
| 30D | -17.3% | +5.1% | -22.4% | -19.9% |
| 3M | -7.8% | +12.7% | -20.5% | -14.3% |
| 6M | -16.8% | +13.8% | -30.6% | -23.4% |
| YTD | -24.7% | +9.9% | -34.6% | -29.7% |
| 1Y | -24.9% | +10.4% | -35.4% | -30.5% |
| 3Y | +29.1% | +93.6% | -64.5% | -17.9% |
| 5Y | -30.5% | -29.4% | -1.2% | -27.8% |
| 10Y | +16.7% | +336.9% | -320.2% | -61.0% |
| All | +16.7% | +337.1% | -320.4% | -61.0% |
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