+359.8%
ARKK vs FLR
-7.4%
+367.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.0% |
| 7D | +1.4% | -3.1% | +4.5% | +2.2% |
| 30D | +5.1% | +4.9% | +0.2% | +3.8% |
| 3M | +12.7% | +10.8% | +1.9% | +9.2% |
| 6M | +13.8% | +19.7% | -5.8% | +7.4% |
| YTD | +9.9% | +38.4% | -28.4% | 0.0% |
| 1Y | +10.4% | +34.7% | -24.3% | +1.1% |
| 3Y | +93.6% | +56.7% | +36.9% | +68.4% |
| 5Y | -29.4% | +241.6% | -271.0% | -48.2% |
| 10Y | +336.9% | +20.2% | +316.7% | +247.4% |
| All | +359.8% | -7.4% | +367.2% | +269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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