+185.4%
ARM vs ARKK
+76.6%
+108.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -0.1% |
| 7D | -10.4% | -4.0% | -6.4% | -6.0% |
| 30D | -31.8% | -14.0% | -17.9% | -19.7% |
| 3M | -32.2% | -4.2% | -28.1% | -28.8% |
| 6M | -14.9% | -2.6% | -12.3% | -10.3% |
| YTD | +66.0% | +0.2% | +65.8% | +69.2% |
| 1Y | +17.2% | -6.9% | +24.1% | +28.1% |
| 3Y | +247.2% | +94.1% | +153.2% | +75.2% |
| All | +185.4% | +76.6% | +108.9% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 10y: compounded portfolio wealth divided by compounded ARKK 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…
10y analysis · Full analysis span regression · 6 months rolling