+96.2%
FAST vs ARKK
+97.6%
-1.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.9% |
| 7D | +4.8% | -4.0% | +8.8% | +5.4% |
| 30D | +8.6% | -14.0% | +22.6% | +11.2% |
| 3M | +5.7% | -4.2% | +9.8% | +6.0% |
| 6M | +25.5% | -2.6% | +28.0% | +25.0% |
| YTD | +39.6% | +0.2% | +39.4% | +37.7% |
| 1Y | +35.5% | -6.9% | +42.4% | +35.5% |
| 3Y | +96.2% | +94.1% | +2.1% | +69.5% |
| All | +96.2% | +97.6% | -1.4% | +69.5% |
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