+331.8%
ARKK vs FANG
+182.5%
+149.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -3.1% | +2.9% | -5.9% | -3.7% |
| 30D | +2.7% | +2.6% | +0.1% | +2.1% |
| 3M | +10.8% | +7.6% | +3.2% | +8.5% |
| 6M | +14.4% | +17.3% | -2.9% | +9.2% |
| YTD | +8.7% | +38.7% | -30.0% | -0.4% |
| 1Y | +6.7% | +51.6% | -44.9% | -4.3% |
| 3Y | +87.4% | +50.0% | +37.4% | +66.6% |
| 5Y | -29.5% | +237.6% | -267.0% | -47.6% |
| All | +331.8% | +182.5% | +149.3% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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