+440.2%
FERG vs ARKK
+358.9%
+81.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | +0.9% | +1.4% | -0.5% | +0.6% |
| 30D | -15.1% | +5.1% | -20.2% | -16.0% |
| 3M | -4.8% | +12.7% | -17.6% | -7.4% |
| 6M | -2.5% | +13.8% | -16.3% | -5.5% |
| YTD | +1.8% | +9.9% | -8.1% | -0.8% |
| 1Y | -0.3% | +10.4% | -10.7% | -3.1% |
| 3Y | +52.9% | +93.6% | -40.7% | +31.8% |
| 5Y | +69.3% | -29.4% | +98.7% | +54.2% |
| 10Y | +352.7% | +336.9% | +15.8% | +251.9% |
| All | +440.2% | +358.9% | +81.3% | +313.8% |
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