+145.7%
AA vs CHWY
-42.4%
+188.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.8% | +8.9% | -0.4% |
| 7D | -0.6% | -14.1% | +13.5% | +1.5% |
| 30D | -1.6% | -8.1% | +6.6% | -0.5% |
| 3M | -29.8% | +1.7% | -31.5% | -30.4% |
| 6M | -16.6% | -20.7% | +4.0% | -14.7% |
| YTD | -4.0% | -37.2% | +33.2% | +1.4% |
| 1Y | +63.5% | -50.7% | +114.2% | +78.4% |
| 3Y | +86.8% | -9.7% | +96.5% | +80.1% |
| 5Y | +12.4% | -72.9% | +85.3% | +15.3% |
| All | +145.7% | -42.4% | +188.0% | +106.9% |
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