+368.0%
ARKK vs SM
-20.4%
+388.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.6% |
| 7D | +3.6% | -0.2% | +3.8% | +3.6% |
| 30D | +8.4% | +31.5% | -23.1% | +5.0% |
| 3M | +13.4% | +17.3% | -3.9% | +10.7% |
| 6M | +18.9% | +48.5% | -29.6% | +12.0% |
| YTD | +11.9% | +106.3% | -94.3% | +1.1% |
| 1Y | +13.1% | +47.3% | -34.2% | +5.9% |
| 3Y | +97.1% | -1.4% | +98.5% | +90.7% |
| 5Y | -27.8% | +114.0% | -141.8% | -36.2% |
| 10Y | +338.5% | +12.5% | +326.0% | +224.6% |
| All | +368.0% | -20.4% | +388.4% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling