+329.1%
ARKK vs TAP
-50.5%
+379.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -4.7% | -5.3% | +0.6% | -3.6% |
| 30D | +3.1% | -7.4% | +10.4% | +4.6% |
| 3M | +13.8% | -4.9% | +18.7% | +14.5% |
| 6M | +14.0% | -14.2% | +28.2% | +16.9% |
| YTD | +8.0% | -14.8% | +22.8% | +10.4% |
| 1Y | +9.9% | -18.1% | +28.0% | +13.1% |
| 3Y | +90.2% | -32.7% | +122.9% | +103.7% |
| 5Y | -29.9% | -0.5% | -29.4% | -31.9% |
| All | +329.1% | -50.5% | +379.6% | +352.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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