+134.8%
ARKF vs SPY
+218.7%
-83.9%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.5% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +11.0% | +0.1% | +10.9% | +11.1% |
| 3M | +16.7% | +2.0% | +14.7% | +13.5% |
| 6M | +13.6% | +13.0% | +0.6% | -5.1% |
| YTD | -1.1% | +13.5% | -14.7% | -17.6% |
| 1Y | -11.2% | +20.0% | -31.2% | -31.4% |
| 3Y | +121.9% | +77.2% | +44.8% | -0.4% |
| 5Y | -14.3% | +81.9% | -96.2% | -60.4% |
| All | +134.8% | +218.7% | -83.9% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling