+86.2%
ARKK vs FSLY
-0.4%
+86.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -4.7% | +7.5% | -12.2% | -5.7% |
| 30D | +3.1% | -21.1% | +24.1% | +6.0% |
| 3M | +13.8% | +21.8% | -8.0% | +9.7% |
| 6M | +14.0% | -0.1% | +14.1% | +8.3% |
| YTD | +8.0% | +123.1% | -115.1% | -12.7% |
| 1Y | +9.9% | +208.6% | -198.6% | -19.9% |
| All | +86.2% | -0.4% | +86.6% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling