+621.3%
AAPL vs CHWY
-43.2%
+664.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.8% | +2.3% |
| 7D | +3.8% | -13.6% | +17.5% | +6.3% |
| 30D | +9.9% | -8.5% | +18.5% | +11.3% |
| 3M | +12.5% | +8.9% | +3.6% | +10.4% |
| 6M | +27.6% | -20.5% | +48.1% | +31.3% |
| YTD | +22.6% | -38.2% | +60.7% | +31.1% |
| 1Y | +45.0% | -43.3% | +88.2% | +56.8% |
| 3Y | +87.8% | -8.5% | +96.3% | +78.3% |
| 5Y | +128.7% | -72.7% | +201.4% | +151.5% |
| All | +621.3% | -43.2% | +664.5% | +508.3% |
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