+33.5%
EXC vs ARKK
+90.5%
-57.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.3% | +1.3% |
| 7D | +1.4% | -0.6% | +2.0% | +1.4% |
| 30D | +8.6% | -11.2% | +19.8% | +8.0% |
| 3M | +2.4% | -9.2% | +11.6% | +2.0% |
| 6M | +6.5% | -3.9% | +10.4% | +6.4% |
| YTD | +9.0% | -2.5% | +11.6% | +9.2% |
| 1Y | +4.6% | -2.7% | +7.3% | +4.7% |
| 3Y | +33.5% | +87.9% | -54.4% | +29.0% |
| All | +33.5% | +90.5% | -57.0% | +29.0% |
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 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