+331.8%
ARKK vs ARMK
+146.1%
+185.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.5% | -0.7% |
| 7D | -3.1% | +3.1% | -6.2% | -4.3% |
| 30D | +2.7% | -2.8% | +5.5% | +3.8% |
| 3M | +10.8% | +7.6% | +3.2% | +7.0% |
| 6M | +14.4% | +47.9% | -33.5% | -3.8% |
| YTD | +8.7% | +60.0% | -51.4% | -11.8% |
| 1Y | +6.7% | +52.2% | -45.5% | -11.7% |
| 3Y | +87.4% | +131.4% | -44.0% | +29.5% |
| 5Y | -29.5% | +163.2% | -192.7% | -52.7% |
| All | +331.8% | +146.1% | +185.7% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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