+351.3%
FERG vs ARKK
+331.8%
+19.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -2.6% | -3.1% | +0.5% | -1.9% |
| 30D | -8.9% | +2.7% | -11.6% | -9.5% |
| 3M | -2.0% | +10.8% | -12.8% | -4.4% |
| 6M | -3.2% | +14.4% | -17.6% | -6.4% |
| YTD | +1.5% | +8.7% | -7.2% | -0.9% |
| 1Y | +0.5% | +6.7% | -6.3% | -1.7% |
| 3Y | +50.4% | +87.4% | -37.0% | +29.8% |
| 5Y | +68.7% | -29.5% | +98.1% | +52.8% |
| All | +351.3% | +331.8% | +19.5% | +244.4% |
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 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