+351.6%
ARKK vs TROW
+104.3%
+247.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | -4.7% | -3.0% | -1.7% | -2.4% |
| 30D | +3.1% | -5.5% | +8.5% | +7.7% |
| 3M | +13.8% | +2.3% | +11.5% | +11.4% |
| 6M | +14.0% | +23.9% | -10.0% | -3.8% |
| YTD | +8.0% | +7.9% | +0.1% | +1.3% |
| 1Y | +9.9% | +6.1% | +3.8% | +4.3% |
| 3Y | +90.2% | +13.8% | +76.3% | +71.3% |
| 5Y | -29.9% | -38.2% | +8.3% | -4.6% |
| 10Y | +329.1% | +131.3% | +197.9% | +179.0% |
| All | +351.6% | +104.3% | +247.3% | +214.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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