+368.0%
ARKK vs A
+309.7%
+58.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +1.7% |
| 7D | +3.6% | -2.1% | +5.7% | +5.1% |
| 30D | +8.4% | +0.6% | +7.8% | +7.9% |
| 3M | +13.4% | +10.9% | +2.6% | +4.7% |
| 6M | +18.9% | +28.2% | -9.3% | -2.8% |
| YTD | +11.9% | +8.6% | +3.3% | +2.9% |
| 1Y | +13.1% | +15.5% | -2.5% | -1.4% |
| 3Y | +97.1% | +31.8% | +65.3% | +49.1% |
| 5Y | -27.8% | -14.9% | -12.9% | -23.9% |
| 10Y | +338.5% | +237.8% | +100.7% | +93.8% |
| All | +368.0% | +309.7% | +58.3% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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