+329.1%
ARKK vs ACM
+131.7%
+197.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.8% |
| 7D | -4.7% | -5.9% | +1.2% | -1.4% |
| 30D | +3.1% | -6.2% | +9.3% | +6.0% |
| 3M | +13.8% | -7.9% | +21.7% | +17.0% |
| 6M | +14.0% | -30.6% | +44.6% | +37.4% |
| YTD | +8.0% | -33.3% | +41.3% | +32.1% |
| 1Y | +9.9% | -49.2% | +59.1% | +57.6% |
| 3Y | +90.2% | -23.5% | +113.6% | +114.8% |
| 5Y | -29.9% | +0.9% | -30.8% | -30.8% |
| All | +329.1% | +131.7% | +197.5% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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