-48.1%
TOST vs ARKK
-26.6%
-21.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -1.2% |
| 7D | -4.7% | +1.4% | -6.1% | -5.8% |
| 30D | -9.1% | +5.1% | -14.2% | -13.2% |
| 3M | +29.8% | +12.7% | +17.1% | +16.1% |
| 6M | +10.0% | +13.8% | -3.8% | -3.8% |
| YTD | -8.6% | +9.9% | -18.5% | -18.2% |
| 1Y | -20.7% | +10.4% | -31.1% | -30.4% |
| 3Y | +55.7% | +93.6% | -37.9% | -21.4% |
| All | -48.1% | -26.6% | -21.5% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling