+156.2%
EXC vs ARKK
+367.9%
-211.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | +0.3% | +1.9% | -1.6% | 0.0% |
| 30D | -3.7% | +13.2% | -16.9% | -5.2% |
| 3M | -1.3% | +7.7% | -9.0% | -2.5% |
| 6M | -9.7% | +15.1% | -24.8% | -11.8% |
| YTD | +2.9% | +12.1% | -9.2% | +0.6% |
| 1Y | +4.4% | +14.9% | -10.5% | +1.4% |
| 3Y | +22.2% | +99.3% | -77.1% | +6.0% |
| 5Y | +46.7% | -29.9% | +76.6% | +52.6% |
| 10Y | +155.3% | +351.6% | -196.3% | +60.2% |
| All | +156.2% | +367.9% | -211.7% | +50.7% |
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