+436.0%
META vs ARKK
+306.7%
+129.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +1.3% |
| 7D | +3.3% | -4.0% | +7.3% | +5.4% |
| 30D | -10.8% | -14.0% | +3.2% | -3.7% |
| 3M | +7.9% | -4.2% | +12.0% | +9.5% |
| 6M | +5.4% | -2.6% | +7.9% | +5.3% |
| YTD | -2.6% | +0.2% | -2.8% | -5.1% |
| 1Y | +1.9% | -6.9% | +8.8% | +2.9% |
| 3Y | +97.0% | +94.1% | +2.9% | +26.0% |
| 5Y | +97.6% | -32.7% | +130.4% | +112.3% |
| 10Y | +436.0% | +308.8% | +127.2% | +82.5% |
| All | +436.0% | +306.7% | +129.4% | +82.5% |
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