+331.8%
ARKK vs FDS
+64.8%
+267.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +1.3% |
| 7D | -3.1% | -14.0% | +10.9% | +4.8% |
| 30D | +2.7% | -6.2% | +8.9% | +5.8% |
| 3M | +10.8% | +10.2% | +0.6% | +2.2% |
| 6M | +14.4% | +27.4% | -13.1% | -6.0% |
| YTD | +8.7% | -9.3% | +17.9% | +8.8% |
| 1Y | +6.7% | -28.6% | +35.4% | +22.7% |
| 3Y | +87.4% | -36.8% | +124.2% | +130.8% |
| 5Y | -29.5% | -28.6% | -0.8% | -18.6% |
| All | +331.8% | +64.8% | +267.0% | +206.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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