+21.6%
AGG vs ARKK
+353.6%
-332.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -1.1% | -3.1% | +2.0% | -1.0% |
| 30D | -1.1% | +2.7% | -3.9% | -1.2% |
| 3M | -1.9% | +10.8% | -12.7% | -2.2% |
| 6M | -1.7% | +14.4% | -16.1% | -2.1% |
| YTD | -1.3% | +8.7% | -10.0% | -1.6% |
| 1Y | -0.7% | +6.7% | -7.5% | -1.1% |
| 3Y | +12.5% | +87.4% | -74.9% | +10.2% |
| 5Y | -2.5% | -29.5% | +27.0% | -3.9% |
| 10Y | +14.2% | +331.8% | -317.6% | +13.4% |
| All | +21.6% | +353.6% | -332.0% | +21.6% |
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