+331.8%
ARKK vs BTG
+159.3%
+172.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | -3.1% | -3.8% | +0.7% | -2.5% |
| 30D | +2.7% | +3.6% | -0.9% | +2.1% |
| 3M | +10.8% | +32.0% | -21.3% | +5.5% |
| 6M | +14.4% | +3.4% | +11.0% | +12.6% |
| YTD | +8.7% | +20.8% | -12.1% | +4.1% |
| 1Y | +6.7% | +22.4% | -15.7% | +1.6% |
| 3Y | +87.4% | +91.7% | -4.3% | +63.7% |
| 5Y | -29.5% | +79.0% | -108.5% | -38.4% |
| All | +331.8% | +159.3% | +172.5% | +282.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling