+368.0%
ARKK vs TXT
+94.1%
+273.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +3.6% | -0.2% | +3.8% | +3.7% |
| 30D | +8.4% | -11.1% | +19.4% | +14.6% |
| 3M | +13.4% | -13.0% | +26.4% | +20.8% |
| 6M | +18.9% | -16.2% | +35.1% | +28.6% |
| YTD | +11.9% | -8.7% | +20.6% | +15.3% |
| 1Y | +13.1% | -3.8% | +16.9% | +13.4% |
| 3Y | +97.1% | +5.5% | +91.6% | +88.0% |
| 5Y | -27.8% | +12.3% | -40.1% | -32.4% |
| 10Y | +338.5% | +97.4% | +241.1% | +211.9% |
| All | +368.0% | +94.1% | +273.9% | +230.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling