-29.9%
BABA vs ARKK
-29.5%
-0.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.2% | +3.6% | -3.8% | -1.9% |
| 30D | -12.3% | +8.4% | -20.6% | -16.1% |
| 3M | -5.3% | +13.4% | -18.8% | -12.0% |
| 6M | -13.1% | +18.9% | -32.0% | -21.4% |
| YTD | -22.4% | +11.9% | -34.3% | -27.9% |
| 1Y | -19.5% | +13.1% | -32.5% | -25.9% |
| 3Y | +32.9% | +97.1% | -64.1% | -15.4% |
| 5Y | -29.9% | -27.8% | -2.1% | -19.4% |
| All | -29.9% | -29.5% | -0.4% | -19.4% |
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