+368.8%
ARKK vs TT
+1,020.8%
-652.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.6% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +13.2% | -7.2% | +20.3% | +18.2% |
| 3M | +7.7% | -3.0% | +10.7% | +8.9% |
| 6M | +15.1% | +1.4% | +13.7% | +12.8% |
| YTD | +12.1% | +15.9% | -3.8% | +0.6% |
| 1Y | +14.9% | +9.4% | +5.5% | +6.6% |
| 3Y | +99.3% | +124.4% | -25.1% | +17.7% |
| 5Y | -29.9% | +138.0% | -167.9% | -61.0% |
| 10Y | +351.6% | +886.4% | -534.8% | +20.5% |
| All | +368.8% | +1,020.8% | -652.0% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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