-28.1%
ARKK vs CHTR
-81.7%
+53.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -0.6% |
| 7D | -3.1% | -4.1% | +1.0% | -1.9% |
| 30D | +2.7% | -3.0% | +5.7% | +2.9% |
| 3M | +10.8% | +4.8% | +6.0% | +6.8% |
| 6M | +14.4% | -35.0% | +49.4% | +27.8% |
| YTD | +8.7% | -30.2% | +38.8% | +16.5% |
| 1Y | +6.7% | -44.8% | +51.5% | +26.6% |
| 3Y | +87.4% | -66.6% | +154.0% | +170.5% |
| All | -28.1% | -81.7% | +53.6% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling