+368.8%
ARKK vs ACGL
+447.0%
-78.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.5% |
| 7D | +1.9% | -0.7% | +2.7% | +2.2% |
| 30D | +13.2% | -1.0% | +14.2% | +13.5% |
| 3M | +7.7% | +11.0% | -3.4% | +3.1% |
| 6M | +15.1% | -0.3% | +15.4% | +14.2% |
| YTD | +12.1% | +2.3% | +9.8% | +9.6% |
| 1Y | +14.9% | +6.4% | +8.6% | +10.2% |
| 3Y | +99.3% | +34.0% | +65.3% | +69.3% |
| 5Y | -29.9% | +161.6% | -191.6% | -56.6% |
| 10Y | +351.6% | +278.6% | +73.0% | +125.2% |
| All | +368.8% | +447.0% | -78.2% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling