-29.9%
ARKK vs FROG
+136.2%
-166.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.4% |
| 7D | -4.7% | -2.2% | -2.5% | -3.9% |
| 30D | +3.1% | +3.0% | +0.1% | +1.0% |
| 3M | +13.8% | +10.3% | +3.4% | +7.1% |
| 6M | +14.0% | +116.7% | -102.7% | -23.2% |
| YTD | +8.0% | +41.9% | -33.9% | -15.0% |
| 1Y | +9.9% | +78.5% | -68.6% | -25.3% |
| 3Y | +90.2% | +224.1% | -134.0% | -24.4% |
| 5Y | -29.9% | +142.4% | -172.3% | -70.5% |
| All | -29.9% | +136.2% | -166.1% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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