+351.6%
ARKK vs MTB
+176.9%
+174.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -4.7% | -0.4% | -4.2% | -4.5% |
| 30D | +3.1% | -4.6% | +7.7% | +4.9% |
| 3M | +13.8% | +7.4% | +6.3% | +10.1% |
| 6M | +14.0% | +18.7% | -4.7% | +5.8% |
| YTD | +8.0% | +21.1% | -13.1% | -0.8% |
| 1Y | +9.9% | +24.1% | -14.1% | -0.2% |
| 3Y | +90.2% | +115.3% | -25.2% | +40.9% |
| 5Y | -29.9% | +106.0% | -135.9% | -47.1% |
| 10Y | +329.1% | +171.6% | +157.5% | +171.5% |
| All | +351.6% | +176.9% | +174.7% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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