+331.8%
ARKK vs BAH
+207.9%
+123.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -3.1% | +4.3% | -7.3% | -4.4% |
| 30D | +2.7% | -2.5% | +5.2% | +3.4% |
| 3M | +10.8% | -0.9% | +11.7% | +10.3% |
| 6M | +14.4% | +1.5% | +12.9% | +12.2% |
| YTD | +8.7% | -8.0% | +16.6% | +9.1% |
| 1Y | +6.7% | -24.7% | +31.5% | +14.3% |
| 3Y | +87.4% | -28.4% | +115.8% | +93.5% |
| 5Y | -29.5% | +2.8% | -32.3% | -39.0% |
| All | +331.8% | +207.9% | +123.9% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling