+319.2%
ARKK vs AVAV
+301.2%
+18.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.6% |
| 7D | -4.0% | 0.0% | -4.0% | -4.3% |
| 30D | -14.0% | -9.9% | -4.0% | -11.8% |
| 3M | -4.2% | -34.7% | +30.6% | +7.0% |
| 6M | -2.6% | -26.6% | +24.1% | +2.8% |
| YTD | +0.2% | -48.9% | +49.2% | +13.5% |
| 1Y | -6.9% | -63.0% | +56.1% | +15.3% |
| 3Y | +94.1% | +1.6% | +92.5% | +64.4% |
| 5Y | -32.7% | +34.5% | -67.2% | -50.1% |
| 10Y | +308.8% | +359.3% | -50.4% | +124.2% |
| All | +319.2% | +301.2% | +18.0% | +129.0% |
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