+368.8%
ARKK vs BP
+104.5%
+264.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +1.9% | +3.9% | -2.0% | +0.7% |
| 30D | +13.2% | +7.6% | +5.6% | +10.5% |
| 3M | +7.7% | +0.7% | +7.0% | +6.7% |
| 6M | +15.1% | +15.5% | -0.4% | +8.0% |
| YTD | +12.1% | +30.8% | -18.7% | +0.7% |
| 1Y | +14.9% | +34.3% | -19.4% | +2.0% |
| 3Y | +99.3% | +35.1% | +64.3% | +74.3% |
| 5Y | -29.9% | +126.8% | -156.7% | -49.5% |
| 10Y | +351.6% | +123.4% | +228.3% | +215.0% |
| All | +368.8% | +104.5% | +264.3% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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