+49.8%
LLY vs ARKK
+7.4%
+42.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.1% |
| 7D | -3.2% | -4.7% | +1.5% | -2.7% |
| 30D | -7.4% | +3.1% | -10.5% | -7.8% |
| 3M | -1.0% | +13.8% | -14.8% | -2.6% |
| 6M | +12.5% | +14.0% | -1.4% | +10.2% |
| YTD | +5.0% | +8.0% | -3.0% | +2.9% |
| 1Y | +49.8% | +9.9% | +39.8% | +45.8% |
| All | +49.8% | +7.4% | +42.4% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling