+307.7%
ARKK vs ACM
+128.1%
+179.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.3% |
| 7D | -0.6% | +5.6% | -6.3% | -3.4% |
| 30D | -11.2% | +20.8% | -32.1% | -19.7% |
| 3M | -9.2% | +11.4% | -20.6% | -14.8% |
| 6M | -3.9% | +0.9% | -4.9% | -6.4% |
| YTD | -2.5% | -24.8% | +22.3% | +10.2% |
| 1Y | -2.7% | -46.4% | +43.7% | +31.9% |
| 3Y | +87.9% | -9.2% | +97.1% | +92.5% |
| 5Y | -35.7% | +5.0% | -40.6% | -37.8% |
| 10Y | +299.2% | +130.6% | +168.6% | +155.3% |
| All | +307.7% | +128.1% | +179.6% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling