+55.6%
TOST vs ARKK
+100.8%
-45.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.7% |
| 7D | -3.4% | +1.9% | -5.3% | -4.7% |
| 30D | -2.4% | +13.2% | -15.6% | -10.2% |
| 3M | +34.6% | +7.7% | +26.9% | +26.9% |
| 6M | +15.2% | +15.1% | +0.1% | +3.3% |
| YTD | -4.4% | +12.1% | -16.5% | -13.0% |
| 1Y | -17.4% | +14.9% | -32.3% | -27.0% |
| All | +55.6% | +100.8% | -45.2% | -11.0% |
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