+262.2%
UMC vs ARKK
+89.0%
+173.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +2.1% |
| 7D | +9.0% | -3.1% | +12.1% | +10.2% |
| 30D | +17.2% | +2.7% | +14.5% | +15.6% |
| 3M | +11.4% | +10.8% | +0.6% | +7.2% |
| 6M | +137.5% | +14.4% | +123.1% | +126.2% |
| YTD | +193.1% | +8.7% | +184.4% | +182.2% |
| 1Y | +240.3% | +6.7% | +233.6% | +228.7% |
| 3Y | +262.2% | +87.4% | +174.8% | +172.5% |
| All | +262.2% | +89.0% | +173.2% | +172.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling