+307.7%
ARKK vs AG
+165.9%
+141.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.6% |
| 7D | -0.6% | -10.0% | +9.3% | +0.8% |
| 30D | -11.2% | -10.5% | -0.7% | -9.9% |
| 3M | -9.2% | -27.3% | +18.1% | -5.5% |
| 6M | -3.9% | -43.0% | +39.1% | +2.7% |
| YTD | -2.5% | -17.9% | +15.4% | -1.2% |
| 1Y | -2.7% | +11.9% | -14.6% | -5.2% |
| 3Y | +87.9% | +201.8% | -113.9% | +58.6% |
| 5Y | -35.7% | -0.1% | -35.6% | -41.2% |
| 10Y | +299.2% | +72.7% | +226.5% | +246.2% |
| All | +307.7% | +165.9% | +141.9% | +241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling