+329.1%
ARKK vs CAPR
-78.6%
+407.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.2% | -1.7% |
| 7D | -4.7% | -10.6% | +5.9% | -4.4% |
| 30D | +3.1% | +111.2% | -108.1% | +0.1% |
| 3M | +13.8% | -67.2% | +81.0% | +15.2% |
| 6M | +14.0% | -75.1% | +89.1% | +16.4% |
| YTD | +8.0% | -71.2% | +79.2% | +9.6% |
| 1Y | +9.9% | +31.1% | -21.2% | -1.7% |
| 3Y | +90.2% | +31.3% | +58.8% | +60.7% |
| 5Y | -29.9% | +69.4% | -99.3% | -42.6% |
| All | +329.1% | -78.6% | +407.7% | +237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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