+368.0%
ARKK vs EXEL
+3,195.4%
-2,827.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.4% |
| 7D | +3.6% | +1.4% | +2.2% | +3.3% |
| 30D | +8.4% | +6.7% | +1.7% | +6.7% |
| 3M | +13.4% | +11.5% | +2.0% | +10.4% |
| 6M | +18.9% | +38.8% | -19.9% | +9.8% |
| YTD | +11.9% | +31.6% | -19.7% | +4.4% |
| 1Y | +13.1% | +53.0% | -39.9% | +1.3% |
| 3Y | +97.1% | +160.8% | -63.8% | +52.1% |
| 5Y | -27.8% | +190.1% | -217.9% | -45.7% |
| 10Y | +338.5% | +367.0% | -28.5% | +199.4% |
| All | +368.0% | +3,195.4% | -2,827.4% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling