+138.3%
ADI vs CHWY
-72.6%
+210.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.0% | +7.9% | +5.3% |
| 7D | +4.6% | -13.6% | +18.2% | +6.8% |
| 30D | -1.2% | -8.5% | +7.4% | -0.1% |
| 3M | -7.8% | +8.9% | -16.7% | -9.7% |
| 6M | +19.3% | -20.5% | +39.8% | +22.3% |
| YTD | +40.9% | -38.2% | +79.1% | +50.1% |
| 1Y | +54.5% | -43.3% | +97.7% | +66.5% |
| 3Y | +123.4% | -8.5% | +132.0% | +112.1% |
| All | +138.3% | -72.6% | +210.9% | +148.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling