-14.6%
ARKK vs JAAA
+29.3%
-43.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | +5.1% | +0.5% | +4.7% | +4.1% |
| 3M | +12.7% | +1.2% | +11.5% | +9.7% |
| 6M | +13.8% | +2.7% | +11.1% | +7.3% |
| YTD | +9.9% | +3.2% | +6.7% | +2.8% |
| 1Y | +10.4% | +4.8% | +5.6% | +0.2% |
| 3Y | +93.6% | +19.0% | +74.6% | +61.9% |
| 5Y | -29.4% | +26.8% | -56.1% | -44.6% |
| All | -14.6% | +29.3% | -43.9% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling