+368.8%
ARKK vs FFIV
+215.2%
+153.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.8% |
| 7D | +1.9% | -1.0% | +2.9% | +2.5% |
| 30D | +13.2% | -5.1% | +18.2% | +16.4% |
| 3M | +7.7% | -4.5% | +12.1% | +10.1% |
| 6M | +15.1% | +36.5% | -21.4% | -7.5% |
| YTD | +12.1% | +53.0% | -40.9% | -16.9% |
| 1Y | +14.9% | +24.2% | -9.3% | -3.6% |
| 3Y | +99.3% | +137.2% | -37.9% | +9.3% |
| 5Y | -29.9% | +91.8% | -121.7% | -55.9% |
| 10Y | +351.6% | +215.2% | +136.4% | +118.9% |
| All | +368.8% | +215.2% | +153.6% | +120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling