+123.0%
ARKF vs SPY
+213.6%
-90.6%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.2% |
| 7D | -6.1% | -2.0% | -4.1% | -3.1% |
| 30D | +3.5% | -1.7% | +5.1% | +6.3% |
| 3M | +18.4% | +4.7% | +13.7% | +10.6% |
| 6M | +8.7% | +12.5% | -3.8% | -8.6% |
| YTD | -6.1% | +11.7% | -17.8% | -19.8% |
| 1Y | -16.9% | +17.5% | -34.4% | -33.8% |
| 3Y | +112.1% | +76.6% | +35.5% | -4.1% |
| 5Y | -14.7% | +82.0% | -96.8% | -60.3% |
| All | +123.0% | +213.6% | -90.6% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling