+331.8%
ARKK vs SPY
+322.5%
+9.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.8% |
| 7D | -3.1% | -0.8% | -2.3% | -1.8% |
| 30D | +2.7% | -1.1% | +3.8% | +4.7% |
| 3M | +10.8% | +3.9% | +6.9% | +4.6% |
| 6M | +14.4% | +13.6% | +0.8% | -6.0% |
| YTD | +8.7% | +12.7% | -4.0% | -9.1% |
| 1Y | +6.7% | +17.5% | -10.8% | -15.9% |
| 3Y | +87.4% | +76.9% | +10.5% | -18.5% |
| 5Y | -29.5% | +83.6% | -113.0% | -68.5% |
| All | +331.8% | +322.5% | +9.3% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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