+104.3%
FSLR vs ARKK
-29.9%
+134.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.8% | -3.0% | -4.0% |
| 7D | +0.2% | +1.4% | -1.2% | -0.3% |
| 30D | -15.1% | +5.1% | -20.3% | -17.1% |
| 3M | -22.5% | +12.7% | -35.3% | -26.5% |
| 6M | +4.0% | +13.8% | -9.9% | -1.9% |
| YTD | -22.3% | +9.9% | -32.2% | -26.1% |
| 1Y | 0.0% | +10.4% | -10.4% | -5.0% |
| 3Y | +10.9% | +93.6% | -82.7% | -19.2% |
| All | +104.3% | -29.9% | +134.2% | +125.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling