-28.1%
ARKK vs FANG
+232.6%
-260.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -3.1% | +2.9% | -5.9% | -3.8% |
| 30D | +2.7% | +2.6% | +0.1% | +1.9% |
| 3M | +10.8% | +7.6% | +3.2% | +7.9% |
| 6M | +14.4% | +17.3% | -2.9% | +7.6% |
| YTD | +8.7% | +38.7% | -30.0% | -3.5% |
| 1Y | +6.7% | +51.6% | -44.9% | -8.2% |
| 3Y | +87.4% | +50.0% | +37.4% | +57.8% |
| All | -28.1% | +232.6% | -260.7% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling