+307.7%
ARKK vs AVAV
+281.8%
+25.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -1.2% |
| 7D | -0.6% | +4.2% | -4.8% | -1.9% |
| 30D | -11.2% | -2.6% | -8.7% | -10.9% |
| 3M | -9.2% | -38.0% | +28.8% | +2.9% |
| 6M | -3.9% | -27.0% | +23.1% | +1.6% |
| YTD | -2.5% | -51.4% | +48.9% | +12.0% |
| 1Y | -2.7% | -60.2% | +57.5% | +17.9% |
| 3Y | +87.9% | -6.7% | +94.6% | +63.3% |
| 5Y | -35.7% | +28.3% | -64.0% | -51.6% |
| 10Y | +299.2% | +320.5% | -21.3% | +123.5% |
| All | +307.7% | +281.8% | +25.9% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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