+362.4%
SPY vs ARKK
+367.1%
-4.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +0.5% | +3.6% | -3.1% | -0.6% |
| 30D | -0.9% | +8.4% | -9.3% | -3.7% |
| 3M | +3.9% | +13.4% | -9.6% | -0.8% |
| 6M | +14.5% | +18.9% | -4.4% | +7.2% |
| YTD | +12.9% | +11.9% | +1.0% | +7.4% |
| 1Y | +19.4% | +13.1% | +6.3% | +12.5% |
| 3Y | +78.5% | +97.1% | -18.6% | +34.3% |
| 5Y | +81.8% | -27.8% | +109.5% | +83.5% |
| 10Y | +311.5% | +338.5% | -26.9% | +74.2% |
| All | +362.4% | +367.1% | -4.8% | +85.1% |
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 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