+107.4%
ARKK vs CART
+14.3%
+93.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | +1.3% |
| 7D | +3.6% | -4.1% | +7.7% | +4.6% |
| 30D | +8.4% | -4.3% | +12.7% | +9.4% |
| 3M | +13.4% | +13.1% | +0.3% | +9.5% |
| 6M | +18.9% | +26.0% | -7.1% | +10.8% |
| YTD | +11.9% | +6.7% | +5.2% | +8.5% |
| 1Y | +13.1% | +6.3% | +6.8% | +8.8% |
| All | +107.4% | +14.3% | +93.1% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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