+354.4%
ARKK vs NLY
+104.4%
+250.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -3.1% | -4.0% | +0.9% | -0.9% |
| 30D | +2.7% | -5.2% | +8.0% | +5.7% |
| 3M | +10.8% | +2.8% | +7.9% | +9.2% |
| 6M | +14.4% | +4.2% | +10.2% | +12.0% |
| YTD | +8.7% | +4.7% | +4.0% | +6.0% |
| 1Y | +6.7% | +12.7% | -6.0% | -0.2% |
| 3Y | +87.4% | +62.5% | +24.8% | +46.4% |
| 5Y | -29.5% | +26.3% | -55.8% | -39.0% |
| 10Y | +331.8% | +81.0% | +250.8% | +239.7% |
| All | +354.4% | +104.4% | +250.1% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling