+396.8%
ARKK vs P
+485.4%
-88.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.4% | -1.6% |
| 7D | +1.9% | +6.5% | -4.6% | -0.4% |
| 30D | +13.2% | +18.8% | -5.7% | +4.9% |
| 3M | +7.7% | +26.7% | -19.1% | -3.4% |
| 6M | +15.1% | +62.2% | -47.1% | -7.9% |
| YTD | +12.1% | +48.5% | -36.4% | -8.2% |
| 1Y | +14.9% | +26.4% | -11.5% | -3.0% |
| 3Y | +99.3% | +159.4% | -60.1% | +16.3% |
| 5Y | -29.9% | +275.8% | -305.7% | -64.7% |
| 10Y | +351.6% | +732.0% | -380.4% | +81.2% |
| All | +396.8% | +485.4% | -88.5% | +97.8% |
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