-28.1%
ARKK vs M
+28.6%
-56.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | -2.2% |
| 7D | -3.1% | -4.2% | +1.1% | -1.7% |
| 30D | +2.7% | -7.2% | +9.9% | +5.2% |
| 3M | +10.8% | -11.1% | +21.9% | +14.7% |
| 6M | +14.4% | +28.8% | -14.4% | +2.7% |
| YTD | +8.7% | +2.0% | +6.6% | +5.3% |
| 1Y | +6.7% | +31.3% | -24.5% | -6.7% |
| 3Y | +87.4% | +119.1% | -31.7% | +20.4% |
| All | -28.1% | +28.6% | -56.7% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling