+354.4%
ARKK vs CHTR
-7.6%
+362.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -0.7% |
| 7D | -3.1% | -4.1% | +1.0% | -1.8% |
| 30D | +2.7% | -3.0% | +5.7% | +2.9% |
| 3M | +10.8% | +4.8% | +6.0% | +6.6% |
| 6M | +14.4% | -35.0% | +49.4% | +28.0% |
| YTD | +8.7% | -30.2% | +38.8% | +16.9% |
| 1Y | +6.7% | -44.8% | +51.5% | +26.3% |
| 3Y | +87.4% | -66.6% | +154.0% | +161.0% |
| 5Y | -29.5% | -81.5% | +52.0% | +23.9% |
| 10Y | +331.8% | -44.8% | +376.6% | +429.1% |
| All | +354.4% | -7.6% | +362.1% | +397.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling