+44.2%
ABNB vs CHWY
-28.3%
+72.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.1% | -0.5% | +3.8% |
| 7D | +6.2% | +13.4% | -7.2% | +2.4% |
| 30D | +7.5% | +28.4% | -20.9% | 0.0% |
| 3M | +17.6% | -2.9% | +20.5% | +17.8% |
| 6M | +27.0% | -4.7% | +31.7% | +26.8% |
| YTD | +30.0% | -29.2% | +59.1% | +34.2% |
| 1Y | +44.2% | -30.7% | +74.9% | +49.0% |
| All | +44.2% | -28.3% | +72.5% | +49.0% |
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