-35.1%
ARKK vs FFIV
+35.3%
-70.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -0.1% |
| 7D | -0.6% | -0.5% | -0.1% | -0.2% |
| 30D | -11.2% | -32.4% | +21.2% | +13.8% |
| 3M | -9.2% | -25.7% | +16.5% | +7.2% |
| 6M | -3.9% | -13.5% | +9.6% | -0.9% |
| YTD | -2.5% | +21.1% | -23.6% | -26.2% |
| 1Y | -2.7% | +29.4% | -32.1% | -30.9% |
| 3Y | +87.9% | +94.9% | -7.0% | -16.8% |
| All | -35.1% | +35.3% | -70.4% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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