-29.9%
ARKK vs SM
+108.0%
-137.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -4.7% | +2.1% | -6.8% | -5.1% |
| 30D | +3.1% | +18.1% | -15.1% | -0.7% |
| 3M | +13.8% | +17.0% | -3.2% | +8.8% |
| 6M | +14.0% | +55.4% | -41.5% | -0.5% |
| YTD | +8.0% | +108.6% | -100.6% | -13.5% |
| 1Y | +9.9% | +45.7% | -35.7% | -3.6% |
| 3Y | +90.2% | -0.3% | +90.5% | +75.4% |
| 5Y | -29.9% | +113.0% | -142.9% | -44.5% |
| All | -29.9% | +108.0% | -137.9% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 5y: compounded portfolio wealth divided by compounded SM 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…
5y analysis · Full analysis span regression · 6 months rolling