+200.2%
QCOM vs ARKK
+367.9%
-167.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | +3.3% | +1.9% | +1.4% | +2.3% |
| 30D | +7.7% | +13.2% | -5.5% | +0.7% |
| 3M | -30.1% | +7.7% | -37.7% | -32.6% |
| 6M | +22.8% | +15.1% | +7.8% | +13.8% |
| YTD | +0.2% | +12.1% | -11.9% | -6.3% |
| 1Y | +7.9% | +14.9% | -7.1% | -0.9% |
| 3Y | +55.8% | +99.3% | -43.5% | +3.9% |
| 5Y | +30.1% | -29.9% | +60.0% | +38.5% |
| 10Y | +248.9% | +351.6% | -102.7% | +22.9% |
| All | +200.2% | +367.9% | -167.7% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling