+340.8%
ARKK vs P
+547.6%
-206.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.4% | -5.9% | -3.7% |
| 7D | +4.6% | +17.8% | -13.2% | -1.6% |
| 30D | -12.2% | -29.9% | +17.6% | -1.1% |
| 3M | -6.0% | -1.2% | -4.8% | -7.7% |
| 6M | -2.2% | +32.1% | -34.3% | -16.2% |
| YTD | -0.5% | +64.3% | -64.8% | -22.8% |
| 1Y | -6.0% | +24.3% | -30.3% | -21.2% |
| 3Y | +92.5% | +203.2% | -110.7% | +4.1% |
| 5Y | -34.4% | +290.4% | -324.8% | -68.0% |
| 10Y | +307.2% | +680.9% | -373.6% | +57.2% |
| All | +340.8% | +547.6% | -206.8% | +66.4% |
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