+368.0%
ARKK vs NOC
+354.8%
+13.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +3.6% | -2.7% | +6.3% | +4.2% |
| 30D | +8.4% | -8.9% | +17.2% | +10.3% |
| 3M | +13.4% | -3.7% | +17.1% | +13.9% |
| 6M | +18.9% | -30.8% | +49.7% | +28.2% |
| YTD | +11.9% | -7.9% | +19.9% | +13.0% |
| 1Y | +13.1% | -9.4% | +22.5% | +14.6% |
| 3Y | +97.1% | +29.0% | +68.1% | +79.9% |
| 5Y | -27.8% | +56.1% | -83.8% | -40.2% |
| 10Y | +338.5% | +186.3% | +152.2% | +172.0% |
| All | +368.0% | +354.8% | +13.3% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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