+93.0%
ARKK vs M
+115.8%
-22.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.6% |
| 7D | +3.6% | +2.4% | +1.2% | +2.9% |
| 30D | +8.4% | -11.6% | +20.0% | +12.2% |
| 3M | +13.4% | +1.6% | +11.8% | +12.1% |
| 6M | +18.9% | +25.2% | -6.3% | +10.2% |
| YTD | +11.9% | +3.8% | +8.2% | +8.9% |
| 1Y | +13.1% | +36.3% | -23.3% | +0.3% |
| All | +93.0% | +115.8% | -22.8% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling