+272.2%
QCOM vs ARKK
+329.1%
-56.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +1.2% |
| 7D | +4.9% | -4.7% | +9.6% | +7.5% |
| 30D | +9.3% | +3.1% | +6.3% | +7.3% |
| 3M | -7.0% | +13.8% | -20.8% | -13.1% |
| 6M | +32.0% | +14.0% | +18.1% | +23.0% |
| YTD | +5.0% | +8.0% | -3.0% | +0.1% |
| 1Y | +13.6% | +9.9% | +3.7% | +6.8% |
| 3Y | +77.6% | +90.2% | -12.6% | +21.5% |
| 5Y | +38.2% | -29.9% | +68.1% | +47.2% |
| All | +272.2% | +329.1% | -56.9% | +51.5% |
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