+89.6%
ARKK vs ARMK
+121.1%
-31.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.2% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +5.1% | +2.4% | +2.8% | +3.6% |
| 3M | +12.7% | +6.1% | +6.7% | +8.9% |
| 6M | +13.8% | +41.8% | -27.9% | -6.4% |
| YTD | +9.9% | +55.5% | -45.6% | -14.5% |
| 1Y | +10.4% | +49.6% | -39.2% | -12.4% |
| All | +89.6% | +121.1% | -31.5% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling