+87.4%
ARKK vs BRO
-7.6%
+95.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -3.1% | -7.3% | +4.3% | -2.2% |
| 30D | +2.7% | -6.9% | +9.6% | +3.5% |
| 3M | +10.8% | +10.7% | +0.1% | +8.1% |
| 6M | +14.4% | -2.7% | +17.1% | +14.8% |
| YTD | +8.7% | -16.3% | +25.0% | +13.2% |
| 1Y | +6.7% | -29.1% | +35.8% | +17.4% |
| 3Y | +87.4% | -7.8% | +95.2% | +76.9% |
| All | +87.4% | -7.6% | +95.0% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling