+368.0%
ARKK vs USFR
+28.4%
+339.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.6% | +0.1% | +3.6% | +3.6% |
| 30D | +8.4% | +0.3% | +8.1% | +8.3% |
| 3M | +13.4% | +1.0% | +12.5% | +13.1% |
| 6M | +18.9% | +1.9% | +17.0% | +18.1% |
| YTD | +11.9% | +2.7% | +9.3% | +10.9% |
| 1Y | +13.1% | +4.0% | +9.0% | +11.4% |
| 3Y | +97.1% | +14.0% | +83.0% | +87.9% |
| 5Y | -27.8% | +20.4% | -48.2% | -32.7% |
| 10Y | +338.5% | +28.1% | +310.4% | +299.9% |
| All | +368.0% | +28.4% | +339.7% | +327.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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