+97.1%
ARKK vs TPR
+292.6%
-195.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.6% | +1.4% |
| 7D | +3.6% | -3.4% | +7.0% | +5.0% |
| 30D | +8.4% | -27.3% | +35.7% | +22.2% |
| 3M | +13.4% | -16.2% | +29.7% | +19.4% |
| 6M | +18.9% | -17.9% | +36.8% | +25.4% |
| YTD | +11.9% | -7.1% | +19.0% | +10.4% |
| 1Y | +13.1% | +13.6% | -0.5% | +0.2% |
| 3Y | +97.1% | +293.7% | -196.7% | -17.7% |
| All | +97.1% | +292.6% | -195.6% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling