+352.6%
ARKK vs Z
+25.1%
+327.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -0.2% |
| 7D | +1.9% | -3.0% | +4.9% | +3.2% |
| 30D | +13.2% | -4.2% | +17.4% | +14.6% |
| 3M | +7.7% | -3.7% | +11.4% | +7.9% |
| 6M | +15.1% | -24.5% | +39.6% | +26.6% |
| YTD | +12.1% | -49.3% | +61.4% | +43.9% |
| 1Y | +14.9% | -58.7% | +73.6% | +59.1% |
| 3Y | +99.3% | -34.1% | +133.4% | +116.5% |
| 5Y | -29.9% | -64.5% | +34.6% | -10.7% |
| 10Y | +351.6% | -0.5% | +352.1% | +300.6% |
| All | +352.6% | +25.1% | +327.5% | +269.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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