-29.4%
ARKK vs TMF
-88.0%
+58.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | +5.1% | -1.0% | +6.1% | +5.2% |
| 3M | +12.7% | -11.3% | +24.0% | +14.3% |
| 6M | +13.8% | -22.7% | +36.5% | +17.2% |
| YTD | +9.9% | -17.3% | +27.3% | +12.3% |
| 1Y | +10.4% | -22.5% | +32.9% | +13.4% |
| 3Y | +93.6% | -43.2% | +136.8% | +100.4% |
| 5Y | -29.4% | -88.3% | +58.9% | -32.9% |
| All | -29.4% | -88.0% | +58.6% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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