-35.1%
ARKK vs ACM
+1.1%
-36.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.4% |
| 7D | -0.6% | +5.6% | -6.3% | -4.4% |
| 30D | -11.2% | +20.8% | -32.1% | -22.3% |
| 3M | -9.2% | +11.4% | -20.6% | -16.7% |
| 6M | -3.9% | +0.9% | -4.9% | -7.5% |
| YTD | -2.5% | -24.8% | +22.3% | +16.4% |
| 1Y | -2.7% | -46.4% | +43.7% | +56.5% |
| 3Y | +87.9% | -9.2% | +97.1% | +78.8% |
| All | -35.1% | +1.1% | -36.2% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling