+99.4%
ARKK vs FSLY
+5.6%
+93.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.4% | -3.2% |
| 7D | +1.4% | +11.2% | -9.8% | -1.3% |
| 30D | +5.1% | -18.2% | +23.3% | +9.6% |
| 3M | +12.7% | +21.9% | -9.2% | +5.1% |
| 6M | +13.8% | +4.0% | +9.8% | +1.9% |
| YTD | +9.9% | +123.1% | -113.2% | -26.6% |
| 1Y | +10.4% | +196.9% | -186.5% | -35.0% |
| 3Y | +93.6% | -1.3% | +94.9% | +41.0% |
| 5Y | -29.4% | -50.2% | +20.9% | -46.5% |
| All | +99.4% | +5.6% | +93.8% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling