+76.8%
SPYM vs ARKK
+89.0%
-12.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.4% |
| 7D | -1.0% | -3.1% | +2.0% | -0.1% |
| 30D | -1.3% | +2.7% | -4.1% | -2.3% |
| 3M | +3.6% | +10.8% | -7.2% | 0.0% |
| 6M | +13.3% | +14.4% | -1.1% | +7.9% |
| YTD | +12.4% | +8.7% | +3.8% | +8.4% |
| 1Y | +17.3% | +6.7% | +10.5% | +13.0% |
| 3Y | +76.8% | +87.4% | -10.6% | +40.3% |
| All | +76.8% | +89.0% | -12.3% | +40.3% |
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 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