-2.3%
FERG vs ARKK
+15.4%
-17.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.7% |
| 7D | 0.0% | +1.9% | -2.0% | -0.7% |
| 30D | -10.2% | +13.2% | -23.4% | -13.9% |
| 3M | -0.6% | +7.7% | -8.3% | -3.6% |
| 6M | -6.5% | +15.1% | -21.6% | -12.1% |
| YTD | +4.2% | +12.1% | -7.9% | -1.5% |
| 1Y | -2.3% | +14.9% | -17.2% | -13.4% |
| All | -2.3% | +15.4% | -17.7% | -13.4% |
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