+763.5%
META vs ARKK
+328.6%
+434.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.7% | +0.5% | +2.7% |
| 7D | +5.7% | 0.0% | +5.7% | +5.6% |
| 30D | -10.8% | -11.9% | +1.1% | -5.0% |
| 3M | +8.4% | -0.6% | +9.0% | +7.9% |
| 6M | +5.4% | -0.2% | +5.6% | +4.0% |
| YTD | -2.6% | +2.7% | -5.3% | -6.3% |
| 1Y | +3.5% | -2.2% | +5.7% | +1.9% |
| 3Y | +102.0% | +102.0% | 0.0% | +26.8% |
| 5Y | +93.1% | -33.4% | +126.5% | +108.0% |
| 10Y | +425.7% | +327.1% | +98.6% | +78.9% |
| All | +763.5% | +328.6% | +434.9% | +188.8% |
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