+747.7%
STM vs ARKK
+306.9%
+440.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.8% |
| 7D | +12.0% | -0.6% | +12.6% | +12.5% |
| 30D | -0.4% | -11.2% | +10.9% | +8.1% |
| 3M | -13.2% | -9.2% | -4.0% | -7.6% |
| 6M | -26.1% | -3.9% | -22.1% | -23.3% |
| YTD | +81.2% | -2.5% | +83.7% | +84.7% |
| 1Y | +98.3% | -2.7% | +101.0% | +102.2% |
| 3Y | +16.7% | +87.9% | -71.2% | -25.3% |
| 5Y | -4.8% | -35.7% | +30.8% | +13.8% |
| 10Y | +468.8% | +299.2% | +169.6% | +55.2% |
| All | +747.7% | +306.9% | +440.7% | +129.7% |
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