+331.8%
ARKK vs TXT
+107.7%
+224.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.5% |
| 7D | -3.1% | +2.5% | -5.5% | -4.3% |
| 30D | +2.7% | -8.9% | +11.6% | +7.5% |
| 3M | +10.8% | -13.6% | +24.3% | +18.6% |
| 6M | +14.4% | -13.1% | +27.5% | +21.7% |
| YTD | +8.7% | -7.0% | +15.7% | +11.0% |
| 1Y | +6.7% | -1.4% | +8.1% | +5.7% |
| 3Y | +87.4% | +7.0% | +80.4% | +76.9% |
| 5Y | -29.5% | +15.4% | -44.9% | -35.1% |
| All | +331.8% | +107.7% | +224.1% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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