+351.6%
ARKK vs TNA
+77.8%
+273.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.3% | -0.5% |
| 7D | -4.7% | -7.6% | +2.9% | -1.4% |
| 30D | +3.1% | -13.6% | +16.7% | +9.8% |
| 3M | +13.8% | +2.8% | +10.9% | +12.1% |
| 6M | +14.0% | +34.5% | -20.6% | -1.1% |
| YTD | +8.0% | +41.0% | -33.0% | -8.6% |
| 1Y | +9.9% | +52.0% | -42.1% | -10.7% |
| 3Y | +90.2% | +103.5% | -13.3% | +26.1% |
| 5Y | -29.9% | -22.5% | -7.4% | -35.8% |
| 10Y | +329.1% | +81.9% | +247.2% | +135.0% |
| All | +351.6% | +77.8% | +273.9% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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