-28.1%
ARKK vs EFX
-36.2%
+8.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.3% |
| 7D | -3.1% | -4.5% | +1.5% | -0.2% |
| 30D | +2.7% | -6.1% | +8.8% | +6.4% |
| 3M | +10.8% | +6.2% | +4.6% | +3.5% |
| 6M | +14.4% | -11.2% | +25.6% | +19.4% |
| YTD | +8.7% | -21.4% | +30.1% | +21.6% |
| 1Y | +6.7% | -34.3% | +41.1% | +35.9% |
| 3Y | +87.4% | -12.5% | +99.9% | +71.2% |
| All | -28.1% | -36.2% | +8.1% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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