+101.2%
ARKK vs CHWY
-43.2%
+144.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.7% | +1.8% |
| 7D | -3.1% | -13.6% | +10.5% | +2.1% |
| 30D | +2.7% | -8.5% | +11.3% | +5.6% |
| 3M | +10.8% | +8.9% | +1.9% | +5.8% |
| 6M | +14.4% | -20.5% | +34.9% | +21.7% |
| YTD | +8.7% | -38.2% | +46.8% | +26.5% |
| 1Y | +6.7% | -43.3% | +50.0% | +27.3% |
| 3Y | +87.4% | -8.5% | +95.9% | +68.2% |
| 5Y | -29.5% | -72.7% | +43.3% | -8.3% |
| All | +101.2% | -43.2% | +144.4% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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