+301.0%
ARKK vs FIVE
+505.3%
-204.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.0% |
| 7D | +4.6% | +2.4% | +2.1% | +3.6% |
| 30D | -12.2% | +15.8% | -28.1% | -17.2% |
| 3M | -6.0% | +3.8% | -9.8% | -7.9% |
| 6M | -2.2% | +18.5% | -20.7% | -10.2% |
| YTD | -0.5% | +31.2% | -31.8% | -12.8% |
| 1Y | -6.0% | +61.8% | -67.8% | -24.3% |
| 3Y | +92.5% | +39.9% | +52.7% | +50.0% |
| 5Y | -34.4% | +18.3% | -52.7% | -46.6% |
| All | +301.0% | +505.3% | -204.4% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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