+97.1%
ARKK vs FSLY
+7.7%
+89.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.1% |
| 7D | -3.1% | +12.5% | -15.5% | -6.0% |
| 30D | +2.7% | -18.8% | +21.5% | +7.4% |
| 3M | +10.8% | +22.7% | -11.9% | +3.0% |
| 6M | +14.4% | -3.7% | +18.1% | +4.7% |
| YTD | +8.7% | +127.5% | -118.8% | -27.8% |
| 1Y | +6.7% | +193.5% | -186.8% | -36.8% |
| 3Y | +87.4% | -1.3% | +88.7% | +36.7% |
| 5Y | -29.5% | -47.3% | +17.9% | -47.3% |
| All | +97.1% | +7.7% | +89.4% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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