+310.3%
ARKK vs RF
+334.4%
-24.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.5% | +3.3% |
| 7D | -6.6% | -0.9% | -5.6% | -6.1% |
| 30D | -14.5% | +6.0% | -20.6% | -16.8% |
| 3M | -0.4% | -8.9% | +8.5% | +3.7% |
| 6M | -5.2% | +2.3% | -7.5% | -6.8% |
| YTD | -1.9% | +7.6% | -9.5% | -6.1% |
| 1Y | -6.7% | +21.2% | -27.9% | -15.5% |
| 3Y | +89.7% | +108.5% | -18.8% | +36.8% |
| 5Y | -37.3% | +43.2% | -80.5% | -47.6% |
| 10Y | +324.8% | +288.1% | +36.7% | +125.9% |
| All | +310.3% | +334.4% | -24.1% | +111.4% |
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