+351.6%
ARKK vs BR
+375.3%
-23.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -4.7% | -6.0% | +1.3% | -0.8% |
| 30D | +3.1% | -0.9% | +3.9% | +3.5% |
| 3M | +13.8% | +16.4% | -2.6% | +1.5% |
| 6M | +14.0% | -8.2% | +22.1% | +18.7% |
| YTD | +8.0% | -23.2% | +31.2% | +25.9% |
| 1Y | +9.9% | -30.9% | +40.9% | +37.8% |
| 3Y | +90.2% | -5.0% | +95.1% | +87.9% |
| 5Y | -29.9% | +8.8% | -38.7% | -37.5% |
| 10Y | +329.1% | +190.1% | +139.0% | +115.8% |
| All | +351.6% | +375.3% | -23.7% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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