+322.9%
ARKK vs USFD
+347.2%
-24.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -0.6% | +1.7% | -2.3% | -1.2% |
| 30D | -11.2% | +10.2% | -21.4% | -14.8% |
| 3M | -9.2% | -1.5% | -7.7% | -9.1% |
| 6M | -3.9% | +27.3% | -31.3% | -13.8% |
| YTD | -2.5% | +44.0% | -46.5% | -18.1% |
| 1Y | -2.7% | +50.4% | -53.1% | -19.8% |
| 3Y | +87.9% | +153.6% | -65.7% | +26.7% |
| 5Y | -35.7% | +219.0% | -254.6% | -59.7% |
| 10Y | +299.2% | +361.5% | -62.3% | +107.0% |
| All | +322.9% | +347.2% | -24.3% | +121.9% |
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