+89.7%
ARKK vs RF
+104.8%
-15.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.5% | +3.4% |
| 7D | -6.6% | -0.9% | -5.6% | -5.9% |
| 30D | -14.5% | +6.0% | -20.6% | -18.0% |
| 3M | -0.4% | -8.9% | +8.5% | +5.9% |
| 6M | -5.2% | +2.3% | -7.5% | -8.1% |
| YTD | -1.9% | +7.6% | -9.5% | -9.5% |
| 1Y | -6.7% | +21.2% | -27.9% | -21.9% |
| 3Y | +89.7% | +108.5% | -18.8% | +5.9% |
| All | +89.7% | +104.8% | -15.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 3y: compounded portfolio wealth divided by compounded RF 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…
3y analysis · Full analysis span regression · 6 months rolling