+80.0%
ARKK vs TW
+206.7%
-126.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | -3.1% | -4.5% | +1.4% | -0.9% |
| 30D | +2.7% | -2.3% | +5.0% | +3.7% |
| 3M | +10.8% | +2.6% | +8.2% | +7.4% |
| 6M | +14.4% | -17.5% | +31.9% | +23.4% |
| YTD | +8.7% | -5.3% | +14.0% | +7.6% |
| 1Y | +6.7% | -14.8% | +21.5% | +11.7% |
| 3Y | +87.4% | +18.8% | +68.6% | +52.0% |
| 5Y | -29.5% | +20.7% | -50.2% | -44.4% |
| All | +80.0% | +206.7% | -126.7% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling