+307.7%
ARKK vs TPR
+439.3%
-131.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -11.2% | +15.1% | -26.3% | -16.4% |
| 3M | -9.2% | +3.5% | -12.7% | -11.4% |
| 6M | -3.9% | +0.4% | -4.4% | -6.5% |
| YTD | -2.5% | +4.6% | -7.1% | -7.7% |
| 1Y | -2.7% | +33.1% | -35.8% | -16.5% |
| 3Y | +87.9% | +396.0% | -308.1% | -5.7% |
| 5Y | -35.7% | +230.3% | -265.9% | -63.0% |
| 10Y | +299.2% | +368.4% | -69.2% | +84.1% |
| All | +307.7% | +439.3% | -131.6% | +79.8% |
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