+87.8%
AAPL vs CHWY
-11.7%
+99.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.8% | +2.1% |
| 7D | +3.8% | -13.6% | +17.5% | +5.4% |
| 30D | +9.9% | -8.5% | +18.5% | +10.8% |
| 3M | +12.5% | +8.9% | +3.6% | +11.2% |
| 6M | +27.6% | -20.5% | +48.1% | +30.0% |
| YTD | +22.6% | -38.2% | +60.7% | +28.0% |
| 1Y | +45.0% | -43.3% | +88.2% | +52.4% |
| 3Y | +87.8% | -8.5% | +96.3% | +93.6% |
| All | +87.8% | -11.7% | +99.5% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling