+368.8%
ARKK vs CAPR
-75.6%
+444.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.1% |
| 7D | +1.9% | -2.0% | +3.9% | +2.0% |
| 30D | +13.2% | +139.2% | -126.0% | +9.5% |
| 3M | +7.7% | -66.4% | +74.0% | +9.0% |
| 6M | +15.1% | -63.1% | +78.2% | +16.0% |
| YTD | +12.1% | -67.4% | +79.5% | +13.3% |
| 1Y | +14.9% | +58.2% | -43.3% | +2.2% |
| 3Y | +99.3% | +42.2% | +57.1% | +68.8% |
| 5Y | -29.9% | +87.3% | -117.2% | -42.5% |
| 10Y | +351.6% | -75.3% | +426.9% | +245.4% |
| All | +368.8% | -75.6% | +444.4% | +252.3% |
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