+301.0%
ARKK vs TPR
+365.1%
-64.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | +4.6% | -1.1% | +5.7% | +5.0% |
| 30D | -12.2% | +15.1% | -27.3% | -17.5% |
| 3M | -6.0% | -13.4% | +7.4% | -2.4% |
| 6M | -2.2% | +1.4% | -3.5% | -5.3% |
| YTD | -0.5% | +4.8% | -5.3% | -6.1% |
| 1Y | -6.0% | +29.2% | -35.2% | -18.7% |
| 3Y | +92.5% | +403.7% | -311.1% | -6.4% |
| 5Y | -34.4% | +230.8% | -265.2% | -63.1% |
| All | +301.0% | +365.1% | -64.1% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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