+359.8%
ARKK vs NTAP
+476.5%
-116.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -0.7% |
| 7D | +1.4% | +2.2% | -0.8% | +0.4% |
| 30D | +5.1% | -7.0% | +12.2% | +8.4% |
| 3M | +12.7% | +12.3% | +0.4% | +5.9% |
| 6M | +13.8% | +85.1% | -71.3% | -18.1% |
| YTD | +9.9% | +74.8% | -64.8% | -19.1% |
| 1Y | +10.4% | +52.7% | -42.3% | -13.1% |
| 3Y | +93.6% | +147.7% | -54.1% | +17.6% |
| 5Y | -29.4% | +124.8% | -154.1% | -55.3% |
| 10Y | +336.9% | +589.7% | -252.8% | +79.0% |
| All | +359.8% | +476.5% | -116.8% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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