+133.7%
AA vs CHWY
-43.2%
+176.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +3.0% | +0.4% |
| 7D | -3.4% | -13.6% | +10.2% | -1.5% |
| 30D | -5.8% | -8.5% | +2.8% | -4.7% |
| 3M | -29.9% | +8.9% | -38.8% | -31.2% |
| 6M | -27.0% | -20.5% | -6.6% | -25.4% |
| YTD | -8.7% | -38.2% | +29.4% | -3.3% |
| 1Y | +50.6% | -43.3% | +93.9% | +61.1% |
| 3Y | +74.1% | -8.5% | +82.6% | +67.6% |
| 5Y | +2.6% | -72.7% | +75.3% | +5.4% |
| All | +133.7% | -43.2% | +176.9% | +97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling