+344.3%
ARKK vs P
+499.9%
-155.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -2.1% |
| 7D | -4.0% | -13.3% | +9.3% | +0.9% |
| 30D | -14.0% | -34.0% | +20.0% | -0.8% |
| 3M | -4.2% | +4.1% | -8.2% | -8.0% |
| 6M | -2.6% | +30.5% | -33.0% | -16.3% |
| YTD | +0.2% | +52.2% | -52.0% | -19.9% |
| 1Y | -6.9% | +10.3% | -17.2% | -18.4% |
| 3Y | +94.1% | +180.9% | -86.8% | +8.0% |
| 5Y | -32.7% | +259.7% | -292.5% | -66.2% |
| 10Y | +308.8% | +652.6% | -343.8% | +61.8% |
| All | +344.3% | +499.9% | -155.6% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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