+296.4%
ARM vs ARKK
+97.4%
+199.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +5.0% |
| 7D | +5.5% | +1.9% | +3.5% | +3.4% |
| 30D | -8.2% | +13.2% | -21.4% | -19.8% |
| 3M | -35.9% | +7.7% | -43.6% | -39.9% |
| 6M | +103.1% | +15.1% | +88.1% | +79.7% |
| YTD | +130.6% | +12.1% | +118.5% | +107.3% |
| 1Y | +86.1% | +14.9% | +71.1% | +60.5% |
| All | +296.4% | +97.4% | +199.0% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling