+368.0%
ARKK vs AME
+394.8%
-26.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.6% | +2.8% | +0.8% | +1.5% |
| 30D | +8.4% | -6.3% | +14.6% | +13.5% |
| 3M | +13.4% | +5.4% | +8.1% | +8.6% |
| 6M | +18.9% | +7.4% | +11.5% | +11.8% |
| YTD | +11.9% | +16.2% | -4.3% | -1.0% |
| 1Y | +13.1% | +26.8% | -13.7% | -6.8% |
| 3Y | +97.1% | +57.5% | +39.6% | +38.2% |
| 5Y | -27.8% | +84.8% | -112.6% | -54.4% |
| 10Y | +338.5% | +424.3% | -85.8% | +47.4% |
| All | +368.0% | +394.8% | -26.8% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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