+368.8%
ARKK vs ARMK
+225.5%
+143.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +1.9% | -2.4% | +4.3% | +2.9% |
| 30D | +13.2% | 0.0% | +13.2% | +12.8% |
| 3M | +7.7% | +6.7% | +1.0% | +4.4% |
| 6M | +15.1% | +38.8% | -23.7% | -0.6% |
| YTD | +12.1% | +55.2% | -43.1% | -7.9% |
| 1Y | +14.9% | +46.6% | -31.7% | -3.5% |
| 3Y | +99.3% | +112.9% | -13.6% | +42.4% |
| 5Y | -29.9% | +144.0% | -173.9% | -51.8% |
| 10Y | +351.6% | +132.4% | +219.2% | +202.0% |
| All | +368.8% | +225.5% | +143.3% | +186.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling