+368.0%
ARKK vs BAH
+245.5%
+122.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.1% |
| 7D | +3.6% | -4.3% | +7.9% | +5.0% |
| 30D | +8.4% | -4.5% | +12.8% | +9.9% |
| 3M | +13.4% | -7.6% | +21.0% | +15.5% |
| 6M | +18.9% | -10.6% | +29.5% | +21.6% |
| YTD | +11.9% | -12.6% | +24.5% | +14.2% |
| 1Y | +13.1% | -27.0% | +40.1% | +22.0% |
| 3Y | +97.1% | -31.5% | +128.6% | +107.0% |
| 5Y | -27.8% | -3.8% | -24.0% | -35.0% |
| 10Y | +338.5% | +183.9% | +154.5% | +174.4% |
| All | +368.0% | +245.5% | +122.6% | +176.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling