-28.1%
ARKK vs SPYG
+85.2%
-113.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | -0.8% |
| 7D | -3.1% | -0.9% | -2.2% | -1.6% |
| 30D | +2.7% | -1.5% | +4.2% | +5.6% |
| 3M | +10.8% | +3.7% | +7.0% | +4.3% |
| 6M | +14.4% | +16.4% | -2.0% | -11.0% |
| YTD | +8.7% | +13.3% | -4.7% | -11.3% |
| 1Y | +6.7% | +17.9% | -11.1% | -17.9% |
| 3Y | +87.4% | +98.3% | -10.9% | -40.3% |
| All | -28.1% | +85.2% | -113.3% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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