+368.0%
ARKK vs SPY
+362.1%
+5.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.7% |
| 7D | +3.6% | +0.5% | +3.1% | +2.8% |
| 30D | +8.4% | -0.9% | +9.3% | +10.2% |
| 3M | +13.4% | +3.9% | +9.6% | +7.5% |
| 6M | +18.9% | +14.5% | +4.4% | -2.5% |
| YTD | +11.9% | +12.9% | -1.0% | -5.8% |
| 1Y | +13.1% | +19.4% | -6.3% | -11.9% |
| 3Y | +97.1% | +78.5% | +18.6% | -11.1% |
| 5Y | -27.8% | +81.8% | -109.5% | -65.7% |
| 10Y | +338.5% | +311.5% | +26.9% | -13.1% |
| All | +368.0% | +362.1% | +5.9% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling