+29.9%
AAPL vs CHWY
-28.3%
+58.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.1% | -0.8% | +4.7% |
| 7D | +1.7% | +13.4% | -11.7% | +0.4% |
| 30D | +5.0% | +28.4% | -23.4% | +2.3% |
| 3M | +13.1% | -2.9% | +16.0% | +13.0% |
| 6M | +26.5% | -4.7% | +31.2% | +25.8% |
| YTD | +28.9% | -29.2% | +58.1% | +28.4% |
| 1Y | +29.9% | -30.7% | +60.7% | +29.6% |
| All | +29.9% | -28.3% | +58.2% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling