+208.7%
QCOM vs ARKK
+318.4%
-109.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +2.4% |
| 7D | +5.5% | -4.0% | +9.5% | +7.9% |
| 30D | -1.1% | -14.0% | +12.8% | +7.2% |
| 3M | +7.6% | -4.2% | +11.7% | +9.8% |
| 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% | +6.2% |
| 3Y | +48.9% | +94.1% | -45.2% | +1.3% |
| 5Y | +21.1% | -32.7% | +53.8% | +32.0% |
| 10Y | +242.8% | +308.8% | -66.1% | +27.8% |
| All | +208.7% | +318.4% | -109.7% | +8.7% |
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