+368.0%
ARKK vs BB
-25.6%
+393.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.8% |
| 7D | +3.6% | +0.5% | +3.1% | +3.4% |
| 30D | +8.4% | -12.4% | +20.7% | +12.3% |
| 3M | +13.4% | -15.3% | +28.7% | +16.9% |
| 6M | +18.9% | +128.8% | -109.9% | -11.1% |
| YTD | +11.9% | +107.7% | -95.7% | -13.8% |
| 1Y | +13.1% | +103.9% | -90.8% | -13.0% |
| 3Y | +97.1% | +72.6% | +24.5% | +49.2% |
| 5Y | -27.8% | -24.3% | -3.5% | -33.6% |
| 10Y | +338.5% | +3.1% | +335.3% | +191.0% |
| All | +368.0% | -25.6% | +393.7% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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