-28.1%
ARKK vs JAAA
+26.5%
-54.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -3.1% | +0.1% | -3.1% | -3.2% |
| 30D | +2.7% | +0.5% | +2.2% | +1.5% |
| 3M | +10.8% | +1.3% | +9.5% | +7.7% |
| 6M | +14.4% | +2.8% | +11.6% | +7.7% |
| YTD | +8.7% | +3.3% | +5.4% | +1.4% |
| 1Y | +6.7% | +4.9% | +1.8% | -3.4% |
| 3Y | +87.4% | +19.0% | +68.4% | +60.0% |
| All | -28.1% | +26.5% | -54.6% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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