+262.1%
FSLR vs ARKK
+367.1%
-105.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +6.8% | +3.6% | +3.2% | +4.9% |
| 30D | -14.7% | +8.4% | -23.1% | -18.4% |
| 3M | -22.6% | +13.4% | -36.0% | -27.6% |
| 6M | +12.7% | +18.9% | -6.2% | +2.7% |
| YTD | -18.4% | +11.9% | -30.3% | -24.1% |
| 1Y | +4.9% | +13.1% | -8.1% | -3.0% |
| 3Y | +16.4% | +97.1% | -80.7% | -23.1% |
| 5Y | +123.5% | -27.8% | +151.2% | +141.9% |
| 10Y | +454.3% | +338.5% | +115.9% | +61.3% |
| All | +262.1% | +367.1% | -105.1% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling