+368.0%
ARKK vs SAN
+161.0%
+207.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +3.6% | +3.3% | +0.3% | +2.3% |
| 30D | +8.4% | +1.1% | +7.3% | +7.9% |
| 3M | +13.4% | +22.2% | -8.8% | +4.6% |
| 6M | +18.9% | +36.0% | -17.1% | +4.9% |
| YTD | +11.9% | +28.2% | -16.3% | +0.6% |
| 1Y | +13.1% | +54.1% | -41.1% | -5.8% |
| 3Y | +97.1% | +354.2% | -257.2% | +6.8% |
| 5Y | -27.8% | +387.3% | -415.1% | -62.6% |
| 10Y | +338.5% | +334.8% | +3.7% | +121.8% |
| All | +368.0% | +161.0% | +207.1% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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