+307.7%
ARKK vs EXPE
+227.2%
+80.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.5% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | -11.2% | -6.1% | -5.1% | -10.0% |
| 3M | -9.2% | -21.3% | +12.1% | -2.4% |
| 6M | -3.9% | +19.0% | -22.9% | -12.8% |
| YTD | -2.5% | -8.4% | +5.9% | -4.3% |
| 1Y | -2.7% | -2.8% | +0.1% | -7.1% |
| 3Y | +87.9% | +120.8% | -32.9% | +23.2% |
| 5Y | -35.7% | +46.2% | -81.8% | -52.5% |
| 10Y | +299.2% | +123.8% | +175.4% | +122.8% |
| All | +307.7% | +227.2% | +80.6% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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