+332.9%
SCHW vs ARKK
+350.7%
-17.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.3% |
| 7D | -2.8% | -4.7% | +1.9% | -1.2% |
| 30D | -0.1% | +3.1% | -3.1% | -1.3% |
| 3M | +20.6% | +13.8% | +6.8% | +14.5% |
| 6M | +15.9% | +14.0% | +2.0% | +9.2% |
| YTD | +8.5% | +8.0% | +0.5% | +3.8% |
| 1Y | +17.8% | +9.9% | +7.9% | +11.2% |
| 3Y | +88.5% | +90.2% | -1.6% | +40.5% |
| 5Y | +60.6% | -29.9% | +90.5% | +65.8% |
| 10Y | +298.0% | +329.1% | -31.1% | +13.1% |
| All | +332.9% | +350.7% | -17.8% | +14.3% |
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