+351.6%
ARKK vs BG
+103.2%
+248.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | -4.7% | +3.7% | -8.4% | -5.7% |
| 30D | +3.1% | +12.3% | -9.3% | -0.5% |
| 3M | +13.8% | -2.2% | +16.0% | +13.7% |
| 6M | +14.0% | +5.3% | +8.6% | +11.0% |
| YTD | +8.0% | +42.4% | -34.4% | -4.0% |
| 1Y | +9.9% | +55.2% | -45.3% | -5.3% |
| 3Y | +90.2% | +21.0% | +69.2% | +73.6% |
| 5Y | -29.9% | +87.1% | -117.0% | -45.5% |
| 10Y | +329.1% | +169.8% | +159.3% | +170.8% |
| All | +351.6% | +103.2% | +248.4% | +203.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling