+307.7%
ARKK vs UAL
+106.5%
+201.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.4% |
| 7D | -0.6% | -3.0% | +2.4% | +0.4% |
| 30D | -11.2% | +10.5% | -21.7% | -14.3% |
| 3M | -9.2% | -13.5% | +4.3% | -5.2% |
| 6M | -3.9% | +14.2% | -18.1% | -9.0% |
| YTD | -2.5% | -2.2% | -0.3% | -3.9% |
| 1Y | -2.7% | +12.5% | -15.2% | -8.5% |
| 3Y | +87.9% | +186.8% | -98.9% | +28.4% |
| 5Y | -35.7% | +119.4% | -155.0% | -53.2% |
| 10Y | +299.2% | +81.4% | +217.8% | +179.6% |
| All | +307.7% | +106.5% | +201.3% | +171.5% |
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