+80.7%
SAP vs ARKK
-35.9%
+116.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.3% | +0.9% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | +6.5% | -11.2% | +17.8% | +9.6% |
| 3M | +12.2% | -9.2% | +21.4% | +14.4% |
| 6M | +46.1% | -3.9% | +50.0% | +45.6% |
| YTD | -1.6% | -2.5% | +0.9% | -2.8% |
| 1Y | -5.1% | -2.7% | -2.4% | -6.3% |
| 3Y | +68.4% | +87.9% | -19.5% | +32.1% |
| All | +80.7% | -35.9% | +116.6% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling