+56.2%
SAP vs ARKK
-29.1%
+85.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | -0.3% | +1.4% | -1.7% | -0.7% |
| 30D | +0.3% | +5.1% | -4.8% | -1.2% |
| 3M | +16.9% | +12.7% | +4.1% | +12.3% |
| 6M | +6.3% | +13.8% | -7.5% | +1.6% |
| YTD | -12.4% | +9.9% | -22.3% | -15.7% |
| 1Y | -21.6% | +10.4% | -32.0% | -25.0% |
| 3Y | +54.8% | +93.6% | -38.8% | +20.8% |
| 5Y | +56.2% | -29.4% | +85.5% | +52.3% |
| All | +56.2% | -29.1% | +85.2% | +52.3% |
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