+239.4%
AMGN vs ARKK
+358.9%
-119.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | -11.6% | +1.4% | -13.0% | -11.9% |
| 30D | -5.7% | +5.1% | -10.8% | -6.6% |
| 3M | +14.2% | +12.7% | +1.5% | +11.3% |
| 6M | +5.2% | +13.8% | -8.6% | +1.9% |
| YTD | +22.0% | +9.9% | +12.1% | +18.7% |
| 1Y | +43.6% | +10.4% | +33.2% | +39.1% |
| 3Y | +65.0% | +93.6% | -28.6% | +38.3% |
| 5Y | +112.0% | -29.4% | +141.4% | +124.1% |
| 10Y | +216.6% | +336.9% | -120.3% | +24.6% |
| All | +239.4% | +358.9% | -119.5% | +26.3% |
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