-28.1%
ARKK vs ECHO
+262.7%
-290.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | -3.1% | +3.7% | -6.8% | -3.7% |
| 30D | +2.7% | +0.7% | +2.0% | +2.6% |
| 3M | +10.8% | -27.3% | +38.1% | +16.6% |
| 6M | +14.4% | -17.0% | +31.4% | +17.3% |
| YTD | +8.7% | -14.3% | +23.0% | +10.5% |
| 1Y | +6.7% | +20.9% | -14.2% | +2.4% |
| 3Y | +87.4% | +423.0% | -335.6% | +18.5% |
| All | -28.1% | +262.7% | -290.8% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 5y: compounded portfolio wealth divided by compounded ECHO 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…
5y analysis · Full analysis span regression · 6 months rolling