+17.6%
ABNB vs CHWY
-73.1%
+90.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.6% | +2.3% |
| 7D | -6.5% | -13.6% | +7.2% | -2.9% |
| 30D | -5.5% | -8.5% | +3.0% | -3.4% |
| 3M | +30.0% | +8.9% | +21.1% | +26.4% |
| 6M | +27.6% | -20.5% | +48.1% | +33.9% |
| YTD | +25.4% | -38.2% | +63.6% | +40.1% |
| 1Y | +38.3% | -43.3% | +81.6% | +57.2% |
| 3Y | +15.5% | -8.5% | +24.1% | +6.2% |
| 5Y | +3.0% | -72.7% | +75.8% | +25.3% |
| All | +17.6% | -73.1% | +90.7% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling