+351.6%
ARKK vs TECK
+401.0%
-49.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.3% | +4.5% | -0.3% |
| 7D | -4.7% | -4.2% | -0.4% | -3.8% |
| 30D | +3.1% | -0.4% | +3.4% | +3.1% |
| 3M | +13.8% | +10.1% | +3.6% | +11.0% |
| 6M | +14.0% | +26.0% | -12.0% | +7.7% |
| YTD | +8.0% | +38.0% | -30.1% | -0.3% |
| 1Y | +9.9% | +63.8% | -53.9% | -2.3% |
| 3Y | +90.2% | +68.5% | +21.6% | +66.0% |
| 5Y | -29.9% | +179.2% | -209.1% | -45.4% |
| 10Y | +329.1% | +358.6% | -29.5% | +184.7% |
| All | +351.6% | +401.0% | -49.3% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded TECK 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling