+307.7%
ARKK vs CAPR
-75.2%
+383.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.9% | +5.0% | -1.8% |
| 7D | -0.6% | +5.9% | -6.5% | -0.9% |
| 30D | -11.2% | +44.6% | -55.8% | -12.4% |
| 3M | -9.2% | +126.4% | -135.6% | -12.3% |
| 6M | -3.9% | -68.6% | +64.7% | -2.9% |
| YTD | -2.5% | -67.0% | +64.5% | -1.8% |
| 1Y | -2.7% | +65.2% | -67.9% | -13.8% |
| 3Y | +87.9% | +235.6% | -147.7% | +53.7% |
| 5Y | -35.7% | +175.4% | -211.1% | -48.0% |
| 10Y | +299.2% | -65.0% | +364.2% | +202.0% |
| All | +307.7% | -75.2% | +383.0% | +205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling