+331.8%
ARKK vs AG
+68.4%
+263.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.6% | +1.1% |
| 7D | -3.1% | -6.7% | +3.7% | -2.0% |
| 30D | +2.7% | +2.2% | +0.5% | +2.2% |
| 3M | +10.8% | +15.7% | -4.9% | +7.9% |
| 6M | +14.4% | -23.8% | +38.2% | +18.1% |
| YTD | +8.7% | +17.6% | -9.0% | +4.1% |
| 1Y | +6.7% | +88.6% | -81.9% | -5.6% |
| 3Y | +87.4% | +253.4% | -166.0% | +44.4% |
| 5Y | -29.5% | +62.4% | -91.9% | -41.5% |
| All | +331.8% | +68.4% | +263.4% | +234.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling