+368.8%
ARKK vs TPR
+397.5%
-28.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +1.9% | -2.3% | +4.2% | +2.8% |
| 30D | +13.2% | -23.0% | +36.1% | +23.7% |
| 3M | +7.7% | -12.5% | +20.2% | +11.5% |
| 6M | +15.1% | -21.4% | +36.5% | +23.7% |
| YTD | +12.1% | -3.5% | +15.6% | +10.4% |
| 1Y | +14.9% | +17.4% | -2.4% | +4.3% |
| 3Y | +99.3% | +291.3% | -191.9% | +10.3% |
| 5Y | -29.9% | +241.9% | -271.8% | -59.6% |
| 10Y | +351.6% | +322.7% | +29.0% | +117.6% |
| All | +368.8% | +397.5% | -28.7% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling