+3.4%
EXC vs ARKK
-5.7%
+9.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | +3.3% | -6.7% | +10.0% | +2.5% |
| 30D | +13.3% | -13.4% | +26.7% | +11.7% |
| 3M | +1.8% | +4.7% | -2.9% | +2.5% |
| 6M | +1.1% | +2.7% | -1.6% | +1.7% |
| YTD | +9.0% | +4.5% | +4.5% | +10.0% |
| 1Y | +3.4% | -3.7% | +7.1% | +4.9% |
| All | +3.4% | -5.7% | +9.0% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling