+65.5%
ARKK vs UMAC
+473.8%
-408.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.8% |
| 7D | -3.1% | -3.4% | +0.3% | -2.8% |
| 30D | +2.7% | -15.1% | +17.8% | +3.4% |
| 3M | +10.8% | -10.8% | +21.5% | +10.3% |
| 6M | +14.4% | +15.7% | -1.3% | +9.5% |
| YTD | +8.7% | +80.1% | -71.5% | +0.4% |
| 1Y | +6.7% | +116.7% | -110.0% | -3.2% |
| All | +65.5% | +473.8% | -408.2% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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