-28.1%
ARKK vs AWK
-17.6%
-10.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +1.0% |
| 7D | -3.1% | -2.1% | -0.9% | -2.6% |
| 30D | +2.7% | +2.1% | +0.7% | +2.1% |
| 3M | +10.8% | +11.4% | -0.6% | +7.4% |
| 6M | +14.4% | +3.9% | +10.5% | +12.6% |
| YTD | +8.7% | +7.7% | +1.0% | +5.5% |
| 1Y | +6.7% | +1.3% | +5.4% | +5.4% |
| 3Y | +87.4% | +7.2% | +80.2% | +70.6% |
| All | -28.1% | -17.6% | -10.5% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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