+49.3%
QCOM vs ARKK
+95.8%
-46.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +2.5% |
| 7D | +5.5% | -4.0% | +9.5% | +8.1% |
| 30D | -1.1% | -14.0% | +12.8% | +7.8% |
| 3M | +7.6% | -4.2% | +11.7% | +9.9% |
| 6M | -20.1% | -2.6% | -17.5% | -18.8% |
| YTD | +3.0% | +0.2% | +2.8% | +2.2% |
| 1Y | +3.2% | -6.9% | +10.2% | +6.3% |
| All | +49.3% | +95.8% | -46.5% | +5.5% |
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 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