+83.8%
SPYM vs ARKK
-29.6%
+113.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -0.8% | -3.1% | +2.3% | +0.1% |
| 30D | -1.1% | +2.7% | -3.8% | -2.0% |
| 3M | +3.9% | +10.8% | -6.9% | +0.6% |
| 6M | +13.6% | +14.4% | -0.8% | +8.7% |
| YTD | +12.7% | +8.7% | +4.1% | +9.0% |
| 1Y | +17.6% | +6.7% | +10.8% | +13.7% |
| 3Y | +77.2% | +87.4% | -10.2% | +42.3% |
| All | +83.8% | -29.6% | +113.4% | +71.8% |
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