+331.8%
ARKK vs SHAK
+87.2%
+244.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.5% | -0.6% |
| 7D | -3.1% | -8.3% | +5.2% | +0.1% |
| 30D | +2.7% | -12.6% | +15.4% | +8.1% |
| 3M | +10.8% | +9.1% | +1.6% | +5.7% |
| 6M | +14.4% | -31.2% | +45.6% | +26.3% |
| YTD | +8.7% | -21.6% | +30.2% | +13.0% |
| 1Y | +6.7% | -38.8% | +45.5% | +21.9% |
| 3Y | +87.4% | +0.6% | +86.8% | +63.5% |
| 5Y | -29.5% | -22.5% | -6.9% | -34.7% |
| All | +331.8% | +87.2% | +244.6% | +173.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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