+296.8%
B vs ARKK
+306.9%
-10.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | -7.3% | -0.6% | -6.7% | -7.2% |
| 30D | -3.3% | -11.2% | +7.9% | -1.5% |
| 3M | -7.8% | -9.2% | +1.4% | -6.3% |
| 6M | -15.5% | -3.9% | -11.6% | -14.9% |
| YTD | -12.3% | -2.5% | -9.7% | -11.8% |
| 1Y | +5.4% | -2.7% | +8.1% | +5.9% |
| 3Y | +165.5% | +87.9% | +77.6% | +142.8% |
| 5Y | +107.0% | -35.7% | +142.7% | +105.2% |
| 10Y | +210.6% | +299.2% | -88.6% | +214.5% |
| All | +296.8% | +306.9% | -10.1% | +322.4% |
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 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