+310.4%
ARKK vs PLUG
-1.4%
+311.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.7% | +6.3% | -0.5% |
| 7D | -4.0% | -2.8% | -1.2% | -3.4% |
| 30D | -14.0% | -18.5% | +4.5% | -10.2% |
| 3M | -4.2% | -35.1% | +30.9% | +4.7% |
| 6M | -2.6% | -56.1% | +53.5% | +14.1% |
| YTD | +0.2% | -30.5% | +30.7% | +3.6% |
| 1Y | -6.9% | -46.5% | +39.6% | +1.0% |
| 3Y | +94.1% | -61.2% | +155.2% | +79.3% |
| 5Y | -32.7% | -96.6% | +63.9% | +1.2% |
| All | +310.4% | -1.4% | +311.9% | +298.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling