+87.9%
ARKK vs CART
+135.4%
-47.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.1% |
| 7D | -0.6% | +1.3% | -1.9% | -0.9% |
| 30D | -11.2% | +19.2% | -30.4% | -15.1% |
| 3M | -9.2% | +17.6% | -26.8% | -13.1% |
| 6M | -3.9% | +47.4% | -51.3% | -13.5% |
| YTD | -2.5% | +30.9% | -33.4% | -10.4% |
| 1Y | -2.7% | +46.0% | -48.7% | -13.4% |
| 3Y | +87.9% | +130.3% | -42.4% | +38.3% |
| All | +87.9% | +135.4% | -47.5% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling