-35.1%
ARKK vs FIVE
+16.7%
-51.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -0.6% | +2.7% | -3.3% | -1.7% |
| 30D | -11.2% | +12.7% | -23.9% | -15.7% |
| 3M | -9.2% | +2.1% | -11.3% | -10.7% |
| 6M | -3.9% | +17.5% | -21.4% | -12.5% |
| YTD | -2.5% | +31.0% | -33.5% | -16.1% |
| 1Y | -2.7% | +67.7% | -70.5% | -25.4% |
| 3Y | +87.9% | +43.4% | +44.5% | +45.7% |
| All | -35.1% | +16.7% | -51.9% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling