-32.6%
AAL vs CHWY
-72.6%
+40.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.3% | +1.8% |
| 7D | -0.9% | -13.6% | +12.7% | +1.7% |
| 30D | -12.9% | -8.5% | -4.3% | -11.6% |
| 3M | -11.2% | +8.9% | -20.1% | -12.9% |
| 6M | +17.8% | -20.5% | +38.3% | +21.9% |
| YTD | -15.1% | -38.2% | +23.0% | -8.3% |
| 1Y | +0.5% | -43.3% | +43.7% | +9.7% |
| 3Y | -7.7% | -8.5% | +0.9% | -12.0% |
| All | -32.6% | -72.6% | +40.0% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling