-44.0%
ACHR vs CHWY
-79.9%
+35.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +3.3% |
| 7D | -2.3% | -13.6% | +11.3% | +2.1% |
| 30D | -11.3% | -8.5% | -2.7% | -9.1% |
| 3M | +5.3% | +8.9% | -3.6% | +1.8% |
| 6M | -13.2% | -20.5% | +7.2% | -8.3% |
| YTD | -25.8% | -38.2% | +12.4% | -15.5% |
| 1Y | -34.3% | -43.3% | +9.0% | -23.9% |
| 3Y | -19.9% | -8.5% | -11.4% | -25.6% |
| 5Y | -42.7% | -72.7% | +30.1% | -37.4% |
| All | -44.0% | -79.9% | +35.9% | -39.2% |
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