+89.3%
ARKK vs TXG
+22.9%
+66.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.2% |
| 7D | -4.7% | +5.0% | -9.7% | -6.7% |
| 30D | +3.1% | +13.5% | -10.5% | -2.5% |
| 3M | +13.8% | +128.0% | -114.3% | -21.5% |
| 6M | +14.0% | +224.4% | -210.5% | -34.0% |
| YTD | +8.0% | +307.0% | -299.0% | -44.2% |
| 1Y | +9.9% | +427.2% | -417.3% | -51.0% |
| 3Y | +90.2% | +40.2% | +50.0% | +36.9% |
| 5Y | -29.9% | -64.0% | +34.1% | -20.1% |
| All | +89.3% | +22.9% | +66.3% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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