-59.8%
AAL vs CHWY
-43.2%
-16.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.3% | +1.6% |
| 7D | -0.9% | -13.6% | +12.7% | +0.9% |
| 30D | -12.9% | -8.5% | -4.3% | -12.0% |
| 3M | -11.2% | +8.9% | -20.1% | -12.3% |
| 6M | +17.8% | -20.5% | +38.3% | +20.6% |
| YTD | -15.1% | -38.2% | +23.0% | -10.6% |
| 1Y | +0.5% | -43.3% | +43.7% | +6.5% |
| 3Y | -7.7% | -8.5% | +0.9% | -9.9% |
| 5Y | -31.3% | -72.7% | +41.4% | -31.0% |
| All | -59.8% | -43.2% | -16.5% | -60.9% |
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 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