+217.5%
C vs ARKK
+306.9%
-89.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.7% |
| 7D | +4.2% | -0.6% | +4.8% | +4.4% |
| 30D | +2.0% | -11.2% | +13.2% | +6.5% |
| 3M | -10.1% | -9.2% | -0.9% | -7.4% |
| 6M | +1.0% | -3.9% | +4.9% | +1.2% |
| YTD | +8.5% | -2.5% | +11.0% | +7.4% |
| 1Y | +25.7% | -2.7% | +28.5% | +24.5% |
| 3Y | +216.0% | +87.9% | +128.1% | +130.9% |
| 5Y | +112.3% | -35.7% | +148.0% | +129.3% |
| 10Y | +217.8% | +299.2% | -81.4% | -9.6% |
| All | +217.5% | +306.9% | -89.5% | -16.8% |
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