+1,149.9%
MSFT vs ARKK
+367.1%
+782.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -1.4% | +3.6% | -5.0% | -2.8% |
| 30D | -1.0% | +8.4% | -9.4% | -4.4% |
| 3M | +20.2% | +13.4% | +6.8% | +13.5% |
| 6M | +21.3% | +18.9% | +2.4% | +11.8% |
| YTD | +2.8% | +11.9% | -9.1% | -3.2% |
| 1Y | 0.0% | +13.1% | -13.1% | -7.2% |
| 3Y | +51.2% | +97.1% | -45.8% | +4.5% |
| 5Y | +71.4% | -27.8% | +99.2% | +77.3% |
| 10Y | +868.6% | +338.5% | +530.1% | +234.2% |
| All | +1,149.9% | +367.1% | +782.8% | +296.3% |
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