+41.5%
ABT vs CHWY
-43.2%
+84.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.7% | -1.1% |
| 7D | -5.9% | -13.6% | +7.7% | -4.7% |
| 30D | -8.1% | -8.5% | +0.5% | -7.4% |
| 3M | +14.5% | +8.9% | +5.6% | +13.4% |
| 6M | -6.3% | -20.5% | +14.2% | -4.7% |
| YTD | -17.1% | -38.2% | +21.0% | -14.0% |
| 1Y | -21.4% | -43.3% | +21.9% | -17.9% |
| 3Y | +5.9% | -8.5% | +14.5% | +2.5% |
| 5Y | -12.8% | -72.7% | +60.0% | -7.8% |
| All | +41.5% | -43.2% | +84.7% | +18.4% |
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