-28.1%
ARKK vs ARMK
+160.7%
-188.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.5% | -1.5% |
| 7D | -3.1% | +3.1% | -6.2% | -5.1% |
| 30D | +2.7% | -2.8% | +5.5% | +4.5% |
| 3M | +10.8% | +7.6% | +3.2% | +4.5% |
| 6M | +14.4% | +47.9% | -33.5% | -15.0% |
| YTD | +8.7% | +60.0% | -51.4% | -24.3% |
| 1Y | +6.7% | +52.2% | -45.5% | -23.2% |
| 3Y | +87.4% | +131.4% | -44.0% | -8.3% |
| All | -28.1% | +160.7% | -188.8% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling