+368.0%
ARKK vs STLA
+39.8%
+328.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +1.0% |
| 7D | +3.6% | +0.7% | +2.9% | +3.3% |
| 30D | +8.4% | -2.4% | +10.7% | +9.2% |
| 3M | +13.4% | -23.9% | +37.3% | +25.4% |
| 6M | +18.9% | -24.6% | +43.5% | +31.3% |
| YTD | +11.9% | -50.5% | +62.4% | +42.0% |
| 1Y | +13.1% | -39.8% | +52.9% | +30.9% |
| 3Y | +97.1% | -65.6% | +162.7% | +177.3% |
| 5Y | -27.8% | -62.1% | +34.3% | -3.7% |
| 10Y | +338.5% | +47.8% | +290.7% | +270.5% |
| All | +368.0% | +39.8% | +328.3% | +306.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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