+207.2%
UMC vs ARKK
+15.4%
+191.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.6% | +5.1% |
| 7D | +5.0% | +1.9% | +3.0% | +3.8% |
| 30D | +7.7% | +13.2% | -5.5% | +0.6% |
| 3M | +1.7% | +7.7% | -6.0% | -2.7% |
| 6M | +113.9% | +15.1% | +98.9% | +99.4% |
| YTD | +168.9% | +12.1% | +156.8% | +150.6% |
| 1Y | +207.2% | +14.9% | +192.3% | +204.0% |
| All | +207.2% | +15.4% | +191.8% | +204.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling