+329.1%
ARKK vs M
-10.0%
+339.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.9% | -0.6% |
| 7D | -4.7% | -8.8% | +4.1% | -2.6% |
| 30D | +3.1% | -16.4% | +19.4% | +7.5% |
| 3M | +13.8% | -10.8% | +24.6% | +16.5% |
| 6M | +14.0% | +16.1% | -2.2% | +9.1% |
| YTD | +8.0% | -5.3% | +13.2% | +8.0% |
| 1Y | +9.9% | +24.9% | -14.9% | +2.3% |
| 3Y | +90.2% | +97.5% | -7.4% | +52.2% |
| 5Y | -29.9% | +20.4% | -50.3% | -37.9% |
| All | +329.1% | -10.0% | +339.1% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling