+33.0%
TMUS vs ARKK
+91.2%
-58.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.4% |
| 7D | -5.3% | +1.4% | -6.7% | -5.3% |
| 30D | +0.1% | +5.1% | -5.0% | +0.2% |
| 3M | -0.6% | +12.7% | -13.4% | -0.3% |
| 6M | -17.5% | +13.8% | -31.4% | -17.2% |
| YTD | -11.3% | +9.9% | -21.2% | -10.8% |
| 1Y | -25.4% | +10.4% | -35.8% | -25.2% |
| All | +33.0% | +91.2% | -58.2% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling