+216.1%
C vs ARKK
+94.3%
+121.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.9% |
| 7D | +4.7% | +4.6% | +0.2% | +2.8% |
| 30D | +0.2% | -12.2% | +12.4% | +5.1% |
| 3M | -9.3% | -6.0% | -3.3% | -7.9% |
| 6M | -0.8% | -2.2% | +1.3% | -1.5% |
| YTD | +8.5% | -0.5% | +9.1% | +6.2% |
| 1Y | +23.1% | -6.0% | +29.1% | +23.1% |
| All | +216.1% | +94.3% | +121.8% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling