+91.1%
AEHR vs CHWY
-31.6%
+122.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.2% | -1.7% | -17.5% | -19.4% |
| 7D | -19.7% | +10.4% | -30.1% | -18.6% |
| 30D | -46.6% | +26.8% | -73.4% | -45.8% |
| 3M | -50.2% | -4.3% | -45.9% | -48.8% |
| 6M | -46.1% | -6.3% | -39.8% | -41.7% |
| YTD | +143.5% | -30.4% | +173.9% | +199.1% |
| 1Y | +91.1% | -30.5% | +121.5% | +135.3% |
| All | +91.1% | -31.6% | +122.6% | +135.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling