+87.4%
ARKK vs CTAS
+67.2%
+20.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | -3.1% | +0.5% | -3.6% | -3.2% |
| 30D | +2.7% | -0.7% | +3.4% | +2.9% |
| 3M | +10.8% | +11.1% | -0.3% | +5.1% |
| 6M | +14.4% | +2.1% | +12.2% | +13.1% |
| YTD | +8.7% | +8.0% | +0.7% | +4.1% |
| 1Y | +6.7% | -0.5% | +7.2% | +6.8% |
| 3Y | +87.4% | +66.2% | +21.2% | +33.8% |
| All | +87.4% | +67.2% | +20.2% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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