+368.8%
ARKK vs APA
-24.8%
+393.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.5% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | +13.2% | +23.4% | -10.2% | +8.7% |
| 3M | +7.7% | +12.7% | -5.0% | +4.6% |
| 6M | +15.1% | +39.4% | -24.4% | +5.9% |
| YTD | +12.1% | +79.0% | -66.9% | -2.1% |
| 1Y | +14.9% | +88.8% | -73.9% | -1.4% |
| 3Y | +99.3% | +6.4% | +93.0% | +85.3% |
| 5Y | -29.9% | +153.0% | -182.9% | -45.3% |
| 10Y | +351.6% | +7.5% | +344.1% | +231.7% |
| All | +368.8% | -24.8% | +393.6% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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