+319.2%
ARKK vs RF
+340.4%
-21.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.0% |
| 7D | -4.0% | +0.3% | -4.4% | -4.1% |
| 30D | -14.0% | +6.2% | -20.1% | -16.3% |
| 3M | -4.2% | -7.8% | +3.7% | -0.7% |
| 6M | -2.6% | +5.9% | -8.5% | -5.7% |
| YTD | +0.2% | +9.0% | -8.8% | -4.6% |
| 1Y | -6.9% | +19.3% | -26.2% | -15.0% |
| 3Y | +94.1% | +116.4% | -22.4% | +37.7% |
| 5Y | -32.7% | +46.0% | -78.8% | -44.3% |
| 10Y | +308.8% | +239.8% | +69.1% | +126.9% |
| All | +319.2% | +340.4% | -21.2% | +114.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling