+307.7%
ARKK vs TAP
-24.7%
+332.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.2% | -2.6% |
| 7D | -0.6% | +1.3% | -1.9% | -0.9% |
| 30D | -11.2% | +5.7% | -17.0% | -12.5% |
| 3M | -9.2% | -1.9% | -7.3% | -9.3% |
| 6M | -3.9% | +0.9% | -4.9% | -5.0% |
| YTD | -2.5% | -9.5% | +7.0% | -2.0% |
| 1Y | -2.7% | -9.0% | +6.2% | -2.4% |
| 3Y | +87.9% | -22.2% | +110.1% | +94.1% |
| 5Y | -35.7% | +1.2% | -36.9% | -38.0% |
| 10Y | +299.2% | -46.1% | +345.3% | +319.1% |
| All | +307.7% | -24.7% | +332.4% | +291.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling