+327.9%
AXP vs ARKK
+367.9%
-40.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.7% |
| 7D | -2.1% | +1.9% | -4.0% | -2.9% |
| 30D | -6.5% | +13.2% | -19.7% | -11.1% |
| 3M | +4.6% | +7.7% | -3.0% | +1.1% |
| 6M | +5.4% | +15.1% | -9.6% | -1.1% |
| YTD | -11.1% | +12.1% | -23.2% | -16.0% |
| 1Y | -0.3% | +14.9% | -15.2% | -7.5% |
| 3Y | +111.6% | +99.3% | +12.3% | +54.2% |
| 5Y | +117.6% | -29.9% | +147.5% | +121.8% |
| 10Y | +474.1% | +351.6% | +122.5% | +103.4% |
| All | +327.9% | +367.9% | -40.0% | +43.0% |
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 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