+92.7%
LLY vs ARKK
+91.2%
+1.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | -3.1% | +1.4% | -4.5% | -3.3% |
| 30D | -8.6% | +5.1% | -13.7% | -9.4% |
| 3M | -1.6% | +12.7% | -14.4% | -3.9% |
| 6M | +11.8% | +13.8% | -2.0% | +8.8% |
| YTD | +5.1% | +9.9% | -4.8% | +2.6% |
| 1Y | +50.7% | +10.4% | +40.3% | +46.2% |
| All | +92.7% | +91.2% | +1.5% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling