-29.4%
ARKK vs AFRM
-22.6%
-6.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | +0.2% |
| 7D | +1.4% | -8.0% | +9.4% | +4.5% |
| 30D | +5.1% | -9.8% | +14.9% | +8.7% |
| 3M | +12.7% | +4.7% | +8.1% | +10.1% |
| 6M | +13.8% | +34.1% | -20.3% | +1.0% |
| YTD | +9.9% | -8.4% | +18.4% | +10.5% |
| 1Y | +10.4% | -22.9% | +33.3% | +16.4% |
| 3Y | +93.6% | +203.3% | -109.7% | +5.2% |
| 5Y | -29.4% | -26.0% | -3.4% | -55.5% |
| All | -29.4% | -22.6% | -6.8% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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