+287.2%
ARKK vs SNAP
-77.0%
+364.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.0% | -5.7% | -2.9% |
| 7D | -4.7% | -3.2% | -1.5% | -3.9% |
| 30D | +3.1% | +0.2% | +2.9% | +2.5% |
| 3M | +13.8% | +2.6% | +11.2% | +11.6% |
| 6M | +14.0% | +12.4% | +1.5% | +8.2% |
| YTD | +8.0% | -31.6% | +39.6% | +17.0% |
| 1Y | +9.9% | -21.7% | +31.6% | +14.0% |
| 3Y | +90.2% | -41.2% | +131.4% | +94.5% |
| 5Y | -29.9% | -92.6% | +62.7% | +3.1% |
| All | +287.2% | -77.0% | +364.2% | +274.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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