+440.3%
AXP vs ARKK
+333.4%
+106.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.6% | -0.7% |
| 7D | -1.1% | 0.0% | -1.1% | -1.3% |
| 30D | +5.2% | -11.9% | +17.1% | +9.7% |
| 3M | -4.6% | -0.6% | -4.0% | -5.3% |
| 6M | +3.2% | -0.2% | +3.4% | +1.8% |
| YTD | -11.3% | +2.7% | -14.0% | -14.0% |
| 1Y | -11.0% | -2.2% | -8.8% | -12.3% |
| 3Y | +120.2% | +102.0% | +18.1% | +59.8% |
| 5Y | +91.7% | -33.4% | +125.1% | +98.4% |
| 10Y | +440.3% | +327.1% | +113.3% | +103.0% |
| All | +440.3% | +333.4% | +106.9% | +103.0% |
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