+331.8%
ARKK vs AMCR
+14.6%
+317.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.4% |
| 7D | -3.1% | -6.3% | +3.2% | 0.0% |
| 30D | +2.7% | -7.8% | +10.5% | +6.7% |
| 3M | +10.8% | +7.5% | +3.2% | +6.4% |
| 6M | +14.4% | +2.7% | +11.7% | +11.8% |
| YTD | +8.7% | +6.0% | +2.6% | +3.4% |
| 1Y | +6.7% | +7.8% | -1.0% | +0.3% |
| 3Y | +87.4% | +5.8% | +81.6% | +74.4% |
| 5Y | -29.5% | -11.6% | -17.8% | -27.1% |
| All | +331.8% | +14.6% | +317.2% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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