+58.0%
SAP vs ARKK
+94.7%
-36.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -0.3% | +3.6% | -3.9% | -1.3% |
| 30D | +2.6% | +8.4% | -5.8% | +0.2% |
| 3M | +16.3% | +13.4% | +2.8% | +11.6% |
| 6M | +6.4% | +18.9% | -12.5% | +0.3% |
| YTD | -11.4% | +11.9% | -23.3% | -15.2% |
| 1Y | -20.4% | +13.1% | -33.5% | -24.4% |
| All | +58.0% | +94.7% | -36.7% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling