+13.2%
FSLR vs ARKK
+91.2%
-78.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.8% | -3.0% | -3.9% |
| 7D | +0.2% | +1.4% | -1.2% | -0.4% |
| 30D | -15.1% | +5.1% | -20.3% | -17.4% |
| 3M | -22.5% | +12.7% | -35.3% | -27.3% |
| 6M | +4.0% | +13.8% | -9.9% | -2.9% |
| YTD | -22.3% | +9.9% | -32.2% | -26.7% |
| 1Y | 0.0% | +10.4% | -10.4% | -5.8% |
| All | +13.2% | +91.2% | -78.0% | -24.2% |
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