-29.9%
ARKK vs ACM
-0.5%
-29.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.5% |
| 7D | -4.7% | -5.9% | +1.2% | -0.6% |
| 30D | +3.1% | -6.2% | +9.3% | +6.6% |
| 3M | +13.8% | -7.9% | +21.7% | +17.4% |
| 6M | +14.0% | -30.6% | +44.6% | +45.6% |
| YTD | +8.0% | -33.3% | +41.3% | +40.0% |
| 1Y | +9.9% | -49.2% | +59.1% | +79.0% |
| 3Y | +90.2% | -23.5% | +113.6% | +109.5% |
| 5Y | -29.9% | +0.9% | -30.8% | -38.6% |
| All | -29.9% | -0.5% | -29.4% | -38.6% |
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