-3.7%
ARKK vs ESTC
+1.6%
-5.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.3% |
| 7D | -6.7% | -15.9% | +9.2% | -3.2% |
| 30D | -13.4% | -5.5% | -7.9% | -12.3% |
| 3M | +4.7% | +26.2% | -21.5% | -1.1% |
| 6M | +2.7% | +77.0% | -74.3% | -10.4% |
| YTD | +4.5% | +18.9% | -14.4% | -4.6% |
| 1Y | -3.7% | +1.3% | -5.0% | -11.3% |
| All | -3.7% | +1.6% | -5.3% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling