+305.7%
TMUS vs ARKK
+329.1%
-23.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | -5.8% | -4.7% | -1.1% | -5.0% |
| 30D | -0.2% | +3.1% | -3.3% | -0.9% |
| 3M | -4.0% | +13.8% | -17.7% | -6.6% |
| 6M | -18.1% | +14.0% | -32.1% | -20.8% |
| YTD | -11.3% | +8.0% | -19.3% | -13.8% |
| 1Y | -24.7% | +9.9% | -34.7% | -27.6% |
| 3Y | +35.4% | +90.2% | -54.8% | +10.2% |
| 5Y | +42.4% | -29.9% | +72.3% | +48.9% |
| All | +305.7% | +329.1% | -23.4% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling