+338.5%
ARKK vs FICO
+607.5%
-269.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +3.6% | -15.4% | +19.0% | +11.4% |
| 30D | +8.4% | -10.4% | +18.8% | +13.0% |
| 3M | +13.4% | -22.7% | +36.1% | +23.4% |
| 6M | +18.9% | -36.8% | +55.7% | +39.5% |
| YTD | +11.9% | -44.8% | +56.7% | +40.3% |
| 1Y | +13.1% | -39.3% | +52.4% | +30.1% |
| 3Y | +97.1% | +3.7% | +93.3% | +49.1% |
| 5Y | -27.8% | +101.7% | -129.5% | -65.3% |
| 10Y | +338.5% | +602.8% | -264.3% | -6.4% |
| All | +338.5% | +607.5% | -269.1% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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