+294.1%
ADI vs CHWY
-41.4%
+335.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | +1.3% | -12.0% | +13.4% | +3.2% |
| 30D | -6.0% | -6.2% | +0.2% | -5.3% |
| 3M | -7.7% | +5.5% | -13.2% | -9.2% |
| 6M | +14.0% | -17.8% | +31.8% | +16.2% |
| YTD | +34.4% | -36.2% | +70.6% | +42.3% |
| 1Y | +48.0% | -40.0% | +87.9% | +57.7% |
| 3Y | +113.3% | -8.3% | +121.6% | +103.1% |
| 5Y | +131.1% | -71.9% | +203.0% | +149.7% |
| All | +294.1% | -41.4% | +335.5% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling