+274.2%
CME vs ARKK
+331.8%
-57.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -1.6% | -3.1% | +1.5% | -1.2% |
| 30D | +5.6% | +2.7% | +2.9% | +5.1% |
| 3M | +5.6% | +10.8% | -5.2% | +3.9% |
| 6M | -8.3% | +14.4% | -22.6% | -10.4% |
| YTD | +4.3% | +8.7% | -4.3% | +2.4% |
| 1Y | +9.1% | +6.7% | +2.3% | +6.9% |
| 3Y | +52.1% | +87.4% | -35.3% | +32.1% |
| 5Y | +79.7% | -29.5% | +109.1% | +87.7% |
| All | +274.2% | +331.8% | -57.6% | +98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling