+478.1%
FLEX vs ARKK
+95.6%
+382.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.5% | +4.5% |
| 7D | +7.0% | +3.6% | +3.4% | +4.6% |
| 30D | -5.8% | +8.4% | -14.2% | -10.7% |
| 3M | -24.2% | +13.4% | -37.7% | -29.9% |
| 6M | +90.8% | +18.9% | +71.9% | +71.8% |
| YTD | +89.2% | +11.9% | +77.3% | +75.9% |
| 1Y | +104.7% | +13.1% | +91.6% | +89.3% |
| 3Y | +478.1% | +97.1% | +381.0% | +319.7% |
| All | +478.1% | +95.6% | +382.4% | +319.7% |
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 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