+34.8%
ARKK vs CHYM
-23.3%
+58.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -3.1% | -2.3% | -0.8% | -2.6% |
| 30D | +2.7% | +4.4% | -1.7% | +1.4% |
| 3M | +10.8% | +91.3% | -80.5% | -8.9% |
| 6M | +14.4% | +44.0% | -29.6% | +0.8% |
| YTD | +8.7% | +31.1% | -22.5% | -3.1% |
| 1Y | +6.7% | +37.8% | -31.1% | -7.9% |
| All | +34.8% | -23.3% | +58.0% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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