+151.7%
ARKG vs SPY
+362.1%
-210.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.2% |
| 7D | 0.0% | +0.5% | -0.5% | -0.8% |
| 30D | +8.9% | -0.9% | +9.8% | +10.4% |
| 3M | +41.3% | +3.9% | +37.4% | +34.2% |
| 6M | +66.6% | +14.5% | +52.1% | +39.0% |
| YTD | +61.7% | +12.9% | +48.8% | +37.9% |
| 1Y | +83.9% | +19.4% | +64.5% | +45.9% |
| 3Y | +50.6% | +78.5% | -27.9% | -28.6% |
| 5Y | -43.8% | +81.8% | -125.6% | -72.6% |
| 10Y | +167.3% | +311.5% | -144.2% | -47.6% |
| All | +151.7% | +362.1% | -210.4% | -56.1% |
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