+307.7%
ARKK vs ARMK
+209.2%
+98.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.6% | +2.7% | -3.3% | -1.7% |
| 30D | -11.2% | -1.5% | -9.8% | -10.6% |
| 3M | -9.2% | -11.6% | +2.4% | -4.6% |
| 6M | -3.9% | +6.7% | -10.7% | -7.0% |
| YTD | -2.5% | +47.4% | -49.9% | -18.2% |
| 1Y | -2.7% | +41.5% | -44.2% | -17.0% |
| 3Y | +87.9% | +95.5% | -7.6% | +38.9% |
| 5Y | -35.7% | +108.4% | -144.0% | -53.2% |
| 10Y | +299.2% | +132.3% | +166.9% | +166.9% |
| All | +307.7% | +209.2% | +98.6% | +154.1% |
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