-29.4%
ARKK vs FIVE
+35.6%
-65.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +1.0% | -0.6% |
| 7D | +1.4% | +1.7% | -0.3% | +0.5% |
| 30D | +5.1% | +5.0% | +0.1% | +2.5% |
| 3M | +12.7% | +29.5% | -16.8% | -0.3% |
| 6M | +13.8% | +12.4% | +1.4% | +5.5% |
| YTD | +9.9% | +31.2% | -21.3% | -5.1% |
| 1Y | +10.4% | +72.9% | -62.5% | -16.3% |
| 3Y | +93.6% | +53.0% | +40.6% | +43.1% |
| 5Y | -29.4% | +34.2% | -63.5% | -45.6% |
| All | -29.4% | +35.6% | -65.0% | -45.6% |
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