+372.4%
B vs ARKK
+367.9%
+4.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -2.0% |
| 7D | -1.6% | +1.9% | -3.5% | -1.9% |
| 30D | +9.4% | +13.2% | -3.7% | +7.3% |
| 3M | +5.0% | +7.7% | -2.7% | +3.8% |
| 6M | -3.5% | +15.1% | -18.6% | -5.5% |
| YTD | +4.5% | +12.1% | -7.6% | +2.7% |
| 1Y | +67.8% | +14.9% | +52.8% | +64.3% |
| 3Y | +196.7% | +99.3% | +97.4% | +167.3% |
| 5Y | +151.9% | -29.9% | +181.8% | +145.4% |
| 10Y | +202.2% | +351.6% | -149.5% | +199.6% |
| All | +372.4% | +367.9% | +4.5% | +391.8% |
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