-42.8%
ARKK vs EXE
+192.2%
-235.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | +3.6% | -1.8% | +5.4% | +4.1% |
| 30D | +8.4% | +6.4% | +2.0% | +6.5% |
| 3M | +13.4% | +9.2% | +4.2% | +10.3% |
| 6M | +18.9% | -7.0% | +25.9% | +20.5% |
| YTD | +11.9% | -9.5% | +21.4% | +13.7% |
| 1Y | +13.1% | +6.2% | +6.8% | +8.8% |
| 3Y | +97.1% | +20.7% | +76.3% | +81.6% |
| 5Y | -27.8% | +103.6% | -131.4% | -40.0% |
| All | -42.8% | +192.2% | -235.0% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 all: compounded portfolio wealth divided by compounded EXE 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…
all analysis · Full analysis span regression · 6 months rolling