+368.0%
ARKK vs STT
+255.1%
+112.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.5% |
| 7D | +3.6% | +2.2% | +1.4% | +2.4% |
| 30D | +8.4% | +3.9% | +4.5% | +6.0% |
| 3M | +13.4% | +19.2% | -5.7% | +2.8% |
| 6M | +18.9% | +60.4% | -41.5% | -8.4% |
| YTD | +11.9% | +51.5% | -39.5% | -11.1% |
| 1Y | +13.1% | +76.3% | -63.2% | -17.1% |
| 3Y | +97.1% | +200.7% | -103.7% | +11.2% |
| 5Y | -27.8% | +157.5% | -185.2% | -56.8% |
| 10Y | +338.5% | +262.0% | +76.5% | +109.2% |
| All | +368.0% | +255.1% | +112.9% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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