+121.2%
T vs ARKK
+367.1%
-246.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.5% | +3.6% | -5.1% | -1.9% |
| 30D | +7.6% | +8.4% | -0.8% | +6.7% |
| 3M | +15.3% | +13.4% | +1.9% | +13.6% |
| 6M | -8.5% | +18.9% | -27.4% | -10.5% |
| YTD | +6.8% | +11.9% | -5.1% | +4.8% |
| 1Y | -7.2% | +13.1% | -20.3% | -9.4% |
| 3Y | +108.2% | +97.1% | +11.2% | +84.4% |
| 5Y | +66.1% | -27.8% | +93.8% | +67.0% |
| 10Y | +65.3% | +338.5% | -273.2% | +6.1% |
| All | +121.2% | +367.1% | -246.0% | +39.5% |
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