+331.8%
ARKK vs BG
+166.7%
+165.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +1.1% |
| 7D | -3.1% | +3.1% | -6.2% | -3.9% |
| 30D | +2.7% | +10.2% | -7.5% | -0.4% |
| 3M | +10.8% | -1.7% | +12.4% | +10.6% |
| 6M | +14.4% | +1.0% | +13.4% | +12.7% |
| YTD | +8.7% | +39.9% | -31.3% | -3.5% |
| 1Y | +6.7% | +53.2% | -46.5% | -8.4% |
| 3Y | +87.4% | +16.3% | +71.1% | +72.3% |
| 5Y | -29.5% | +83.9% | -113.3% | -46.0% |
| All | +331.8% | +166.7% | +165.1% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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