-19.6%
SAP vs ARKK
+7.4%
-27.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.2% | -1.1% |
| 7D | -5.1% | -4.7% | -0.4% | -4.0% |
| 30D | -1.8% | +3.1% | -4.8% | -2.5% |
| 3M | +20.9% | +13.8% | +7.2% | +16.5% |
| 6M | +7.0% | +14.0% | -7.0% | +2.7% |
| YTD | -13.7% | +8.0% | -21.7% | -16.3% |
| 1Y | -19.6% | +9.9% | -29.5% | -21.1% |
| All | -19.6% | +7.4% | -27.0% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling