+336.9%
ARKK vs ACGL
+270.1%
+66.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +1.4% | -2.1% | +3.5% | +2.1% |
| 30D | +5.1% | -2.2% | +7.3% | +5.8% |
| 3M | +12.7% | +6.3% | +6.4% | +9.7% |
| 6M | +13.8% | +0.5% | +13.3% | +12.6% |
| YTD | +9.9% | +0.2% | +9.7% | +8.3% |
| 1Y | +10.4% | +7.3% | +3.1% | +5.5% |
| 3Y | +93.6% | +30.8% | +62.8% | +65.9% |
| 5Y | -29.4% | +155.8% | -185.1% | -56.0% |
| 10Y | +336.9% | +276.3% | +60.5% | +121.6% |
| All | +336.9% | +270.1% | +66.7% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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