-28.1%
ARKK vs NLY
+25.6%
-53.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.0% |
| 7D | -3.1% | -4.0% | +0.9% | +0.3% |
| 30D | +2.7% | -5.2% | +8.0% | +7.5% |
| 3M | +10.8% | +2.8% | +7.9% | +8.1% |
| 6M | +14.4% | +4.2% | +10.2% | +10.3% |
| YTD | +8.7% | +4.7% | +4.0% | +3.9% |
| 1Y | +6.7% | +12.7% | -6.0% | -4.8% |
| 3Y | +87.4% | +62.5% | +24.8% | +21.9% |
| All | -28.1% | +25.6% | -53.7% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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