+368.8%
ARKK vs BURL
+527.0%
-158.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -2.0% |
| 7D | +1.9% | -2.8% | +4.7% | +2.8% |
| 30D | +13.2% | -28.2% | +41.3% | +26.8% |
| 3M | +7.7% | -17.6% | +25.3% | +14.3% |
| 6M | +15.1% | -11.8% | +26.8% | +18.1% |
| YTD | +12.1% | -8.1% | +20.2% | +13.2% |
| 1Y | +14.9% | -12.0% | +26.9% | +16.5% |
| 3Y | +99.3% | +63.3% | +36.0% | +56.6% |
| 5Y | -29.9% | -10.8% | -19.1% | -35.6% |
| 10Y | +351.6% | +215.9% | +135.7% | +194.7% |
| All | +368.8% | +527.0% | -158.2% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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