+554.0%
TMUS vs ARKK
+367.9%
+186.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.3% |
| 7D | +0.1% | +1.9% | -1.8% | -0.3% |
| 30D | +5.3% | +13.2% | -7.9% | +2.6% |
| 3M | +3.1% | +7.7% | -4.5% | +1.1% |
| 6M | -16.5% | +15.1% | -31.5% | -19.6% |
| YTD | -9.2% | +12.1% | -21.3% | -12.5% |
| 1Y | -26.5% | +14.9% | -41.4% | -30.2% |
| 3Y | +39.0% | +99.3% | -60.3% | +10.2% |
| 5Y | +40.4% | -29.9% | +70.3% | +47.2% |
| 10Y | +303.7% | +351.6% | -47.9% | +59.1% |
| All | +554.0% | +367.9% | +186.1% | +139.8% |
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 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