+82.1%
ARKK vs TW
+211.2%
-129.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +1.4% | -0.5% | +1.9% | +1.6% |
| 30D | +5.1% | -0.6% | +5.7% | +5.2% |
| 3M | +12.7% | +3.4% | +9.3% | +8.9% |
| 6M | +13.8% | -18.4% | +32.3% | +23.7% |
| YTD | +9.9% | -3.9% | +13.8% | +8.1% |
| 1Y | +10.4% | -13.3% | +23.7% | +14.5% |
| 3Y | +93.6% | +20.8% | +72.8% | +55.7% |
| 5Y | -29.4% | +20.3% | -49.6% | -44.3% |
| All | +82.1% | +211.2% | -129.1% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling