+331.8%
ARKK vs EXEL
+375.2%
-43.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.3% |
| 7D | -3.1% | -4.9% | +1.8% | -1.6% |
| 30D | +2.7% | +11.4% | -8.7% | -0.6% |
| 3M | +10.8% | +4.9% | +5.9% | +8.8% |
| 6M | +14.4% | +34.4% | -20.0% | +3.9% |
| YTD | +8.7% | +28.0% | -19.4% | -0.1% |
| 1Y | +6.7% | +43.6% | -36.9% | -5.9% |
| 3Y | +87.4% | +155.2% | -67.8% | +32.7% |
| 5Y | -29.5% | +181.2% | -210.6% | -51.8% |
| All | +331.8% | +375.2% | -43.4% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling