-28.1%
ARKK vs TECK
+180.1%
-208.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -3.1% | -3.8% | +0.8% | -1.7% |
| 30D | +2.7% | +0.7% | +2.0% | +2.3% |
| 3M | +10.8% | +4.6% | +6.2% | +8.4% |
| 6M | +14.4% | +25.1% | -10.7% | +4.4% |
| YTD | +8.7% | +39.2% | -30.5% | -5.2% |
| 1Y | +6.7% | +60.3% | -53.6% | -11.9% |
| 3Y | +87.4% | +62.9% | +24.5% | +48.9% |
| All | -28.1% | +180.1% | -208.2% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling