+368.0%
ARKK vs AG
+304.2%
+63.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | 0.0% |
| 7D | +3.6% | +4.5% | -0.9% | +3.0% |
| 30D | +8.4% | +12.9% | -4.5% | +6.6% |
| 3M | +13.4% | +20.9% | -7.5% | +10.4% |
| 6M | +18.9% | -19.5% | +38.4% | +21.1% |
| YTD | +11.9% | +24.8% | -12.9% | +7.5% |
| 1Y | +13.1% | +120.2% | -107.2% | +0.9% |
| 3Y | +97.1% | +279.0% | -181.9% | +60.1% |
| 5Y | -27.8% | +67.9% | -95.7% | -37.9% |
| 10Y | +338.5% | +57.5% | +281.0% | +261.9% |
| All | +368.0% | +304.2% | +63.9% | +271.2% |
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