-28.3%
ARKK vs BROS
+33.7%
-62.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -0.7% |
| 7D | -4.7% | -6.1% | +1.4% | -2.8% |
| 30D | +3.1% | -12.4% | +15.4% | +7.1% |
| 3M | +13.8% | -27.9% | +41.7% | +23.9% |
| 6M | +14.0% | -16.8% | +30.8% | +17.4% |
| YTD | +8.0% | -29.0% | +37.0% | +16.6% |
| 1Y | +9.9% | -33.2% | +43.1% | +20.1% |
| 3Y | +90.2% | +56.8% | +33.4% | +45.1% |
| All | -28.3% | +33.7% | -62.0% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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