+87.4%
ARKK vs CHTR
-65.7%
+153.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | 0.0% |
| 7D | -3.1% | -4.1% | +1.0% | -2.4% |
| 30D | +2.7% | -3.0% | +5.7% | +2.9% |
| 3M | +10.8% | +4.8% | +6.0% | +8.7% |
| 6M | +14.4% | -35.0% | +49.4% | +22.1% |
| YTD | +8.7% | -30.2% | +38.8% | +13.4% |
| 1Y | +6.7% | -44.8% | +51.5% | +18.7% |
| 3Y | +87.4% | -66.6% | +154.0% | +142.1% |
| All | +87.4% | -65.7% | +153.0% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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