+351.6%
ARKK vs AMCR
+47.6%
+304.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -4.7% | -5.0% | +0.3% | -2.6% |
| 30D | +3.1% | -8.0% | +11.0% | +6.7% |
| 3M | +13.8% | +14.3% | -0.5% | +7.0% |
| 6M | +14.0% | +5.3% | +8.6% | +10.6% |
| YTD | +8.0% | +7.7% | +0.2% | +2.8% |
| 1Y | +9.9% | +10.8% | -0.9% | +3.0% |
| 3Y | +90.2% | +9.6% | +80.6% | +76.7% |
| 5Y | -29.9% | -10.2% | -19.7% | -28.2% |
| 10Y | +329.1% | +16.5% | +312.6% | +268.5% |
| All | +351.6% | +47.6% | +304.1% | +295.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling