+362.8%
SPYM vs ARKK
+358.9%
+3.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -0.4% | +1.4% | -1.8% | -0.8% |
| 30D | -1.4% | +5.1% | -6.5% | -3.2% |
| 3M | +3.7% | +12.7% | -9.0% | -0.8% |
| 6M | +13.0% | +13.8% | -0.8% | +7.3% |
| YTD | +12.5% | +9.9% | +2.5% | +7.6% |
| 1Y | +18.6% | +10.4% | +8.2% | +12.6% |
| 3Y | +78.0% | +93.6% | -15.6% | +34.5% |
| 5Y | +82.3% | -29.4% | +111.7% | +86.0% |
| 10Y | +322.9% | +336.9% | -14.0% | +76.1% |
| All | +362.8% | +358.9% | +3.9% | +84.0% |
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