+368.8%
ARKK vs UAL
+110.4%
+258.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.9% |
| 7D | +1.9% | +0.7% | +1.2% | +1.6% |
| 30D | +13.2% | -16.1% | +29.3% | +19.6% |
| 3M | +7.7% | +6.1% | +1.5% | +5.0% |
| 6M | +15.1% | +10.8% | +4.2% | +9.8% |
| YTD | +12.1% | -0.4% | +12.5% | +10.1% |
| 1Y | +14.9% | +5.0% | +9.9% | +10.6% |
| 3Y | +99.3% | +124.0% | -24.7% | +46.7% |
| 5Y | -29.9% | +141.0% | -170.9% | -50.2% |
| 10Y | +351.6% | +118.0% | +233.6% | +203.4% |
| All | +368.8% | +110.4% | +258.4% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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