+94.7%
FAST vs ARKK
+95.6%
-0.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +1.3% | +3.6% | -2.3% | +0.7% |
| 30D | -4.7% | +8.4% | -13.1% | -6.1% |
| 3M | +7.9% | +13.4% | -5.5% | +5.3% |
| 6M | +7.4% | +18.9% | -11.5% | +3.5% |
| YTD | +25.1% | +11.9% | +13.2% | +21.6% |
| 1Y | +4.7% | +13.1% | -8.4% | +1.1% |
| 3Y | +94.7% | +97.1% | -2.4% | +66.5% |
| All | +94.7% | +95.6% | -0.9% | +66.5% |
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