+74.8%
QCOM vs ARKK
+95.6%
-20.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.3% | +3.3% |
| 7D | +5.1% | +3.6% | +1.4% | +3.0% |
| 30D | +4.3% | +8.4% | -4.1% | -0.5% |
| 3M | -19.6% | +13.4% | -33.1% | -25.1% |
| 6M | +29.5% | +18.9% | +10.6% | +17.5% |
| YTD | +3.4% | +11.9% | -8.5% | -3.5% |
| 1Y | +10.9% | +13.1% | -2.2% | +2.3% |
| 3Y | +74.8% | +97.1% | -22.3% | +12.4% |
| All | +74.8% | +95.6% | -20.9% | +12.4% |
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 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