+100.8%
ARKF vs SPY
+78.1%
+22.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.4% |
| 7D | -0.7% | +2.6% | -3.3% | -5.0% |
| 30D | -9.6% | -2.0% | -7.6% | -6.3% |
| 3M | -6.0% | -2.8% | -3.3% | -1.0% |
| 6M | +0.5% | +2.1% | -1.6% | -2.4% |
| YTD | -12.8% | +11.5% | -24.3% | -26.7% |
| 1Y | -17.0% | +13.5% | -30.5% | -32.2% |
| 3Y | +100.8% | +77.7% | +23.1% | -22.2% |
| All | +100.8% | +78.1% | +22.7% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling