+386.2%
ARKK vs USFD
+329.0%
+57.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +1.9% | -3.0% | +4.9% | +3.1% |
| 30D | +13.2% | +3.5% | +9.6% | +11.5% |
| 3M | +7.7% | +26.6% | -18.9% | -2.7% |
| 6M | +15.1% | +11.7% | +3.4% | +8.9% |
| YTD | +12.1% | +38.1% | -26.0% | -3.8% |
| 1Y | +14.9% | +33.4% | -18.5% | -0.1% |
| 3Y | +99.3% | +155.8% | -56.5% | +34.5% |
| 5Y | -29.9% | +214.0% | -243.9% | -55.7% |
| 10Y | +351.6% | +320.4% | +31.3% | +139.4% |
| All | +386.2% | +329.0% | +57.2% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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