+331.8%
ARKK vs TECK
+377.7%
-45.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -3.1% | -3.8% | +0.8% | -2.0% |
| 30D | +2.7% | +0.7% | +2.0% | +2.4% |
| 3M | +10.8% | +4.6% | +6.2% | +8.8% |
| 6M | +14.4% | +25.1% | -10.7% | +6.2% |
| YTD | +8.7% | +39.2% | -30.5% | -2.7% |
| 1Y | +6.7% | +60.3% | -53.6% | -8.6% |
| 3Y | +87.4% | +62.9% | +24.5% | +56.4% |
| 5Y | -29.5% | +181.5% | -210.9% | -50.8% |
| All | +331.8% | +377.7% | -45.9% | +143.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling