+197.5%
MO vs ARKK
+358.9%
-161.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | -2.4% | +1.4% | -3.8% | -2.5% |
| 30D | +3.6% | +5.1% | -1.5% | +3.2% |
| 3M | -3.7% | +12.7% | -16.5% | -4.6% |
| 6M | +4.5% | +13.8% | -9.3% | +3.2% |
| YTD | +21.5% | +9.9% | +11.6% | +20.2% |
| 1Y | +9.5% | +10.4% | -0.9% | +8.1% |
| 3Y | +93.6% | +93.6% | 0.0% | +78.4% |
| 5Y | +97.5% | -29.4% | +126.9% | +103.6% |
| 10Y | +111.2% | +336.9% | -225.7% | +47.9% |
| All | +197.5% | +358.9% | -161.4% | +103.8% |
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