+97.1%
ARKK vs ACM
-19.8%
+116.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.3% |
| 7D | +3.6% | -0.3% | +3.9% | +3.8% |
| 30D | +8.4% | -12.9% | +21.3% | +16.4% |
| 3M | +13.4% | -6.4% | +19.8% | +15.7% |
| 6M | +18.9% | -29.2% | +48.1% | +46.4% |
| YTD | +11.9% | -29.9% | +41.9% | +36.7% |
| 1Y | +13.1% | -47.3% | +60.3% | +72.6% |
| 3Y | +97.1% | -19.6% | +116.7% | +101.1% |
| All | +97.1% | -19.8% | +116.9% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling