+162.4%
ADM vs CHWY
-43.2%
+205.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.1% |
| 7D | +2.5% | -13.6% | +16.1% | +3.1% |
| 30D | +9.5% | -8.5% | +18.0% | +9.8% |
| 3M | +10.6% | +8.9% | +1.7% | +10.0% |
| 6M | +24.0% | -20.5% | +44.5% | +24.8% |
| YTD | +54.0% | -38.2% | +92.1% | +56.6% |
| 1Y | +45.3% | -43.3% | +88.6% | +48.2% |
| 3Y | +21.8% | -8.5% | +30.3% | +19.6% |
| 5Y | +66.8% | -72.7% | +139.5% | +70.0% |
| All | +162.4% | -43.2% | +205.7% | +115.6% |
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