+368.0%
ARKK vs BWA
+61.4%
+306.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.7% |
| 7D | +3.6% | +4.3% | -0.7% | +1.6% |
| 30D | +8.4% | -2.9% | +11.3% | +9.7% |
| 3M | +13.4% | -12.4% | +25.9% | +19.9% |
| 6M | +18.9% | +28.6% | -9.7% | +4.9% |
| YTD | +11.9% | +48.2% | -36.3% | -10.0% |
| 1Y | +13.1% | +50.9% | -37.9% | -10.3% |
| 3Y | +97.1% | +72.2% | +24.9% | +42.9% |
| 5Y | -27.8% | +91.1% | -118.8% | -50.4% |
| 10Y | +338.5% | +144.0% | +194.5% | +146.3% |
| All | +368.0% | +61.4% | +306.7% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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