-28.1%
ARKK vs CAPR
+69.4%
-97.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | -3.1% | -11.0% | +7.9% | -2.8% |
| 30D | +2.7% | +99.8% | -97.0% | +0.3% |
| 3M | +10.8% | -66.6% | +77.3% | +12.0% |
| 6M | +14.4% | -75.1% | +89.5% | +16.6% |
| YTD | +8.7% | -71.0% | +79.7% | +10.1% |
| 1Y | +6.7% | +30.0% | -23.2% | -3.7% |
| 3Y | +87.4% | +29.0% | +58.4% | +41.4% |
| All | -28.1% | +69.4% | -97.5% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling